FIBO glossary (Development version)Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: An issue of Asset Backed Security CDO notes.
Model-Generated Definition:
A kind of cash c d o tranche.
Definition: CDO where the underlying asset pool is ABS.
Model-Generated Definition:
A kind of pool backed securities deal.
Definition: The issue of a series of Cash Asset Backed Security certificates.
Model-Generated Definition:
A kind of pool backed deal prospectus.
Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.
Model-Generated Definition:
A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy. These same safeguards allow the corporation to remove the assets from its balance sheet. The corporation generally continues to service the assets - collecting interest and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services.
Model-Generated Definition:
A kind of classifier.
Definition:
Model-Generated Definition:
A kind of loan third party (please review).
Definition: Party which is the Provider of an AVM Valuation.
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in the ABA IIN registry, a repository of financial institution characteristics collected by the ABA for those institutions to which they issue IINs
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The possession of the means to do a thing
Model-Generated Definition:
A kind of formula. A valid occurrence may have the following properties:
Definition: ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)
Model-Generated Definition:
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of the original pool balance. ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)
Model-Generated Definition:
A kind of strike price specification. A valid occurrence may have the following properties:
Definition: Expression of the strike price as an absolute monetary price at which the option is to be struck.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of Multi Dimensional Property.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a contractual relationship between a buyer and a seller under which payment may be made at a later time
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.
Model-Generated Definition:
A kind of party in role.
Definition:
Model-Generated Definition:
A kind of owner. A valid occurrence satisfies the following necessary conditions:
Definition: a party holding an account
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier assigned to each client account for ease in referring to that party's activity
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier assigned to each client account for ease in referring to that party's activity
Model-Generated Definition:
A kind of ledger account.
Definition:
Model-Generated Definition:
A kind of ledger balance. A valid occurrence satisfies the following necessary condition:
Definition: Balance of accounts receivable
Model-Generated Definition:
A kind of party in role. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary condition:
Definition: the service provider that provides and services the account
Model-Generated Definition:
A kind of ledger account.
Definition:
Model-Generated Definition:
A kind of ledger balance. A valid occurrence satisfies the following necessary condition:
Definition: Balance of accounts receivable
Model-Generated Definition:
A kind of relationship context. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of service agreement. A valid occurrence satisfies the following necessary conditions:
Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions
Model-Generated Definition:
A kind of party in role.
Definition: The Party from the perspective of which these accounts are prepared. This is the to whom the balances apply. There would be corresponding accounts (supplier, customer) for counterparties with whom the Accounting Party does business.
Model-Generated Definition:
A kind of aspect viewing party.
Definition: The party, from the perspective of which economic facts are defined.
Model-Generated Definition:
A kind of transaction event.
Definition: event or condition recognized by an entry in the records of an account
Model-Generated Definition:
A kind of transaction event.
Definition: event or condition recognized by an entry in the books of an account
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of amortization type.
Definition:
Model-Generated Definition:
A kind of thing in role. A valid occurrence may have the following properties:
Definition: the process of accumulating interest or other income that has been earned but not paid
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of interest. A valid occurrence may have the following properties:
Definition: The interest accrued on the bond or debt instrument at the time that the price is quoted. If this is a dirty price, this is the amount of accrued interest that is included in the price. This is therefore passed on to the purchaser of the bond or debt instrument.
Model-Generated Definition:
A kind of liability.
Definition: Liability which has been incurred by the entity and is yet to be paid off.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of fund share class unit.
Definition: A share class in which there is no option to reinvest.
Model-Generated Definition:
A kind of security trading status.
Definition: Security is actively traded
Model-Generated Definition:
A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:
Definition: Status of a Loan which is in the Disbursement phase.
Model-Generated Definition:
A kind of exchange security trading status.
Definition: Security is actively traded on the exchange or trading facility
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: An actual payment occcurrence, whereby the borrower submits payment in order to fulfill an obligation to repay a loan.
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: A direct tax calculated “according to value” of property. Ad valorem tax is based on an assigned valuation (market or assessed) of real property and, in certain cases, on a valuation of tangible or intangible personal property. In virtually all jurisdictions, ad valorem tax is a lien on the property enforceable by seizure and sale of the property. An ad valorem tax is normally the one substantial tax that may be raised or lowered by a local governing body without the sanction of superior levels of government (although constitutional or statutory restrictions such as tax rate limitations may limit this right).
Model-Generated Definition:
A kind of index. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an index to a location to which communications may be delivered
Model-Generated Definition:
A kind of indexing scheme. A valid occurrence may have the following properties:
Definition: a system for allocating addresses to objects
Model-Generated Definition:
A kind of method.
Definition: The method by which something is adjusted, for example the terms of a contract, in reaction to events.
Model-Generated Definition:
A kind of virtual address.
Definition: A virtual address for sending email communication to.
Model-Generated Definition:
A kind of virtual address.
Definition: A virtual address for communication via phone.
Model-Generated Definition:
A kind of person.
Definition: a person who has attained the age of majority as defined by given jurisdiction
Model-Generated Definition:
A kind of refunding purpose.
Definition: A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The proceeds are then invested, and when the older bonds become callable they are paid off with the invested proceeds.
Model-Generated Definition:
Definition: an affiliate of, or a person affiliated with, a specific person is a person that directly, or indirectly through one or more intermediaries, controls, or is controlled by, or is under common control with, the person specified
Model-Generated Definition:
A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of determined date.
Definition: A date which is or which is to be determined by some external agency.
Model-Generated Definition:
A kind of agency c m o.
Definition:
Model-Generated Definition:
A kind of agency c m o. A valid occurrence satisfies the following necessary condition:
Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.
Model-Generated Definition:
A kind of agency jump tranche and agency z tranche.
Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Model-Generated Definition:
A kind of m b s deal.
Definition: An issue of securities backed by pools of mortgages held by government agencies.
Model-Generated Definition:
A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:
Definition: The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind of agency that is set up specifically to issue these instruments.
Model-Generated Definition:
A kind of m b s pool.
Definition: A pool investment consisting of a collection of Agency MBS instruments.
Model-Generated Definition:
A kind of mortgage pool.
Definition: A pool of agency mortgages.
Model-Generated Definition:
A kind of agency c m o.
Definition: Principal Only tranche. This tranche will only pay principal.
Model-Generated Definition:
A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:
Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Model-Generated Definition:
A kind of agency jump z tranche.
Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.
Model-Generated Definition:
A kind of agency c m o.
Definition: A tranche that does not receive payments while other tranches remain.
Model-Generated Definition:
A kind of contract third party, signatory, and third-party agent. A valid occurrence may have the following properties:
Definition: the agent (person or organization) designated by a business entity, such as a corporation, to receive legal correspondence on behalf of the business entity in the jurisdiction in which the agent's address is located
Model-Generated Definition:
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
Definition: An agent-in-role is a relative concept that ties an autonomous agent to a role they are playing in a given situational context.
Model-Generated Definition:
A kind of relationship context. A valid occurrence satisfies the following necessary conditions:
Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties
Model-Generated Definition:
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: a corporation chartered by a state to engage in international banking, so named because the corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its activities to those permitted
Model-Generated Definition:
A kind of party in role.
Definition: That which is party to some agreement.
Model-Generated Definition:
A kind of negotiable commodity.
Definition: A commodity which is some agrigultural product, including grain, fruit and meat.
Model-Generated Definition:
A kind of commodity physical delivery.
Definition: Delivery of any agricultural produce.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.
Model-Generated Definition:
A kind of right.
Definition: A right which can be taken away from the entity that holds it
Model-Generated Definition:
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
Definition: total monthly qualifying income for all borrowers on the loan
Model-Generated Definition:
A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.
Model-Generated Definition:
A kind of formula. A valid occurrence may have the following properties:
Definition: A formula used to calculate the number of securities for an Allotment Right, based on the number of these instruments that the holder holds. Conesnsus:Review
Model-Generated Definition:
A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:
Definition: The party which is the holder of an allotment right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.
Model-Generated Definition:
A kind of occurrence.
Definition: The act of taking a measurement. Some measurement procedure is used to measure some aspect of something giving a result typicalliy expressed in some units . E.g. a valuation measuring the value of an asset expressedin USD
Model-Generated Definition:
A kind of exercise dates convention. A valid occurrence may have the following properties:
Definition: A feature of an option that stipulates that the option can be exercised anytime within the specified date window.
Model-Generated Definition:
A kind of statistical information publisher.
Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government
Model-Generated Definition:
A kind of thing in role. A valid occurrence may have the following properties:
Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages
Model-Generated Definition:
A kind of schedule.
Definition: A schedule which specifies changes in the scheduled balance of loan principal over time.
Model-Generated Definition:
Definition: The different types of principal payments applicable to a debt security.
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A bond with terms mandating amortization of the principal
Model-Generated Definition:
A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Equivalent to money amount.
A kind of quantity value. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:
Definition: Information about some item at some time past, present or future. This takes the form of some measure about the thing being analyzed; the measure will have some values at different times as shown in the Math grammar for dated parameters.
Model-Generated Definition:
A kind of mathematical model. A valid occurrence satisfies the following necessary condition:
Definition: A model used for formal calculation of parameters.
Model-Generated Definition:
A kind of reporting frequency policy.
Definition: Reports are presented once a year
Model-Generated Definition:
A kind of performance determination method.
Definition: Annualized performance determination.
Model-Generated Definition:
A kind of foundation.
Definition: Form of Foundation registered in Leichtenstein.
Model-Generated Definition:
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
Definition: A building subbdivision intended for habitation.
Model-Generated Definition:
A kind of requesting party.
Definition: The party making some application.
Model-Generated Definition:
A kind of fnd-Request. A valid occurrence satisfies the following necessary condition:
Definition: A request submitted by an applicant to receive something (e.g. a licence, a loan, a membership). Is accompanied by documentation of pertinent information to determine whether the request should be granted.
Model-Generated Definition:
A kind of request. A valid occurrence satisfies the following necessary condition:
Definition: a request submitted by an applicant to receive something (e.g. a licence, a loan, a membership) accompanied by documentation of pertinent information to determine whether the request should be granted
Model-Generated Definition:
A kind of request. A valid occurrence satisfies the following necessary condition:
Definition: A formal application by some party to some other party, in which the requesting party sets out some requirement which they request to be fulfilled by the other party.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured product.
Model-Generated Definition:
A kind of c d o origination objective.
Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.
Model-Generated Definition:
A kind of arbitrage c d o and synthetic c d o. A valid occurrence satisfies the following necessary conditions:
Definition: Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference portfolio. It retains that portfolio, but offloads its credit risk by transacting CDSs with the CDO.
Model-Generated Definition:
A kind of mean.
Definition: the sum of a collection of numbers divided by the number of numbers in the collection
Model-Generated Definition:
Definition: a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information
Model-Generated Definition:
A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:
Definition: Historical information about payment of arrears by the entity.
Model-Generated Definition:
A kind of instrument of incorporation. A valid occurrence satisfies the following necessary conditions:
Definition: The articles of association are a contract (1) between the members (stockholders, subscribers) and the organization and (2) among the members themselves. It sets out the rights and duties of directors and stockholders individually and in meetings. Certain statutory clauses (such as those dealing with allotment, transfer, and forfeiture of shares) must be included; the other clauses are chosen by the stockholders to make up the bylaws of the organization. A court, however, may declare a clause ultra vires if it is deemed unfair, unlawful, or unreasonable. A copy of the articles is lodged with the appropriate authority such as the registrar of companies. Articles are public documents and may be inspected by anyone (usually on payment of a fee) either at the premises of the organization or at the registrar's office. Lenders to the organization take special interest in its provisions that impose a ceiling on the borrowings beyond which the organization's management must get shareholders' approval before taking on more debt. The usual American term is articles of incorporation.
Model-Generated Definition:
A kind of option writer commitment. A valid occurrence may have the following properties:
Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.
Model-Generated Definition:
A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:
Definition: Terms governing the exercise of an Asian Option.
Model-Generated Definition:
Definition: The party from the perspective of which the aspect is defined.
Model-Generated Definition:
A kind of thing in role. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A thing held by some party and having some value.
Model-Generated Definition:
A kind of financial instrument classifier. A valid occurrence satisfies the following necessary condition:
Definition: a financial instrument classifier for a group of securities that exhibit similar characteristics, behave similarly in the marketplace and are subject to the same laws and regulations
Model-Generated Definition:
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
Definition: Strategy which is asset class based.
Model-Generated Definition:
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of conditional payout commitment.
Definition: A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a maximum of n assets, this rainbow pays out the value of the underperformer of the n assets. The payoff for minimum of 2 asset rainbow calls and puts are given as: Rainbow-Call = max[0, mainS1, S2) - X] Rainbow-Put = max[0, X - min(S1, S2)]
Model-Generated Definition:
A kind of binary payout commitment.
Definition:
Model-Generated Definition:
A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:
Definition: A Repurchase Agreement defined from the point of view of the lender, where it is seen as an asset repo.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A leg in which the returns on an asset are paid.
Model-Generated Definition:
Definition: Types od Derivatives contract classlfied by their underlying asset type.
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition: An underlyer made up of one or a basket of securities or security indices.
Model-Generated Definition:
A kind of Value. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: the published rule for defining the date of some auction event
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event
Model-Generated Definition:
A kind of responsible party.
Definition: an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an external auditor (an individual from outside the company, who typically is employed by an auditing firm who handles many different clients).
Model-Generated Definition:
A kind of right. A valid occurrence satisfies the following necessary condition:
Definition: The right to do something, as conferred by some autonomous agent
Model-Generated Definition:
A kind of loan drawdown.
Definition: A loan specifically for the purpose of automobile purchase.
Model-Generated Definition:
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.
Model-Generated Definition:
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan pool. A valid occurrence satisfies the following necessary conditions:
Definition: A loan pool covering automobile-related loans.
Model-Generated Definition:
A kind of loan pool constituent.
Definition: An auto loan defined as a constituent of an Auto Loan Pool.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of software.
Definition: a software sytstem that produces loan underwriting decisions
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An agent is an autonomous individual that can adapt to and interact with its environment.
Model-Generated Definition:
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the average daily wage an employee makes over the reporting period
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time
Model-Generated Definition:
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the average hourly wage an employee makes over the reporting period
Model-Generated Definition:
A kind of life analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows.
Model-Generated Definition:
A kind of average life. A valid occurrence may have the following properties:
Definition: The Average Life analytic at the time the security was issued.
Model-Generated Definition:
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the average monthly wage an employee makes over the reporting period
Model-Generated Definition:
A kind of average earnings. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the average weekly wage an employee makes over the reporting period
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition: A balance sheet entry representing some asset of the entity.
Model-Generated Definition:
A kind of balance sheet feature. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.
Model-Generated Definition:
A kind of c d o origination objective.
Definition: The objective is that the CDO is created to move assets off the originator balance sheet.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Some entry on the balance sheet of some business entity.
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition: A balance sheet entry representing some asset of the entity.
Model-Generated Definition:
A kind of balance sheet feature.
Definition:
Model-Generated Definition:
A kind of depository institution.
Definition: a depository institution, usually a corporation, that accepts deposits, makes loans, pays checks, and performs related services, for individual members of the public, businesses or other organizations
Model-Generated Definition:
A kind of account. A valid occurrence satisfies the following necessary conditions:
Definition: an account held or provided by, as a service, a bank
Model-Generated Definition:
A kind of Bank.
Definition: an international financial organization that serves central banks in their pursuit of monetary and financial stability, helping to foster international cooperation in those areas and acting as a bank for central banks
Model-Generated Definition:
A kind of business and financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: any company that owns and/or has direct or indirect control of one or more banks; BHCs may also own nonbanking subsidiaries such as broker-dealers and asset managers
Model-Generated Definition:
A kind of security tax treatment (please review). A valid occurrence may have the following properties:
Definition: Whether or not a municipal reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code.
Model-Generated Definition:
A kind of draft and tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A Draft where the drawer and drawee of the draft are distinct parties and the drawee is a bank.
Model-Generated Definition:
A kind of financial product.
Definition:
Model-Generated Definition:
A kind of financial product. A valid occurrence satisfies the following necessary condition:
Definition: a product provided to consumers and businesses by a bank or similar depository institution such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or credit card
Model-Generated Definition:
A kind of financial service. A valid occurrence satisfies the following necessary condition:
Definition: a financial service offered by a bank or similar depository institution, such as a cash management service, foreign exchange service, lending or credit service, investment service, insurance service, merchant service, payroll service, etc.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of Reference Material.
Definition:
Model-Generated Definition:
A kind of formula argument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The variable to which an additional Margin amount is added to get the Interest amount.
Model-Generated Definition:
A kind of negotiable commodity.
Definition: Any metal which is not precious.
Model-Generated Definition:
A kind of commodity physical delivery.
Definition: Delivery of base metals.
Model-Generated Definition:
A kind of quantity kind. A valid occurrence satisfies the following necessary condition:
Definition: a quantity kind in a conventionally chosen subset of a given system of quantities, where no subset quantity can be expressed in terms of the others
Model-Generated Definition:
A kind of reference interest rate.
Definition: a reference rate that is the base rate set by a central bank for a given currency
Model-Generated Definition:
A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:
Definition: an interest rate authority responsible for setting the base rate for a given currency, typically a central bank
Model-Generated Definition:
A kind of measurement unit. A valid occurrence satisfies the following necessary condition:
Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity
Model-Generated Definition:
A kind of Number and Numeric Ratio.
Definition:
Model-Generated Definition:
A kind of float-float interest rate swap.
Definition: a floating-floating interest rate swap under which the floating rate payments are referenced to different bases
Model-Generated Definition:
A kind of i r swap transaction.
Definition: A swap which exchanges cashflows based on two different interest rates.
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary condition:
Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace
Model-Generated Definition:
A kind of constituent and thing in role that can be recognized when an occurrence meets the following condition:
Definition: a component of a basket
Model-Generated Definition:
A kind of basket.
Definition: A basket of securities and / or legal entities, collected for the purpose of identifying risk.
Model-Generated Definition:
A kind of market basket. A valid occurrence satisfies the following necessary condition:
Definition: A basket of indices which are all equity-only indices.
Model-Generated Definition:
A kind of basket constituent. A valid occurrence may have the following properties:
Definition: a single constituent of a basket of indices
Model-Generated Definition:
A kind of basket. A valid occurrence satisfies the following necessary condition:
Definition: a basket of traded securities
Model-Generated Definition:
A kind of equity option exercise terms set.
Definition: Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Strike price for Basket depends what is in the basket Single names: can come up with a value for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Basket that mixes single name as well as indices.
Model-Generated Definition:
A kind of classifier.
Definition: A virtual address for communication via phone.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A reference index used to measure fund performance.
Model-Generated Definition:
A kind of shareholder.
Definition: Entity that enjoys the possession and/or benefits of ownership (such as receipt of income) of a property even though its ownership (title) is in the name of another entity (called a nominee or registered owner). Use of a nominee (who may be an agent, custodian, or a trustee) does not change the position regarding tax reporting and tax liability, and the beneficial-owner remains responsible.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of not for profit corporation.
Definition: a not for profit corporation set up under specific state legislation to provide some stated societal benefit, and with some corresponding relaxation of the obligation to maximize shareholder return
Model-Generated Definition:
A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:
Definition: A feature of an option that states it can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option.
Model-Generated Definition:
A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The highest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.
Model-Generated Definition:
A kind of securities offering.
Definition: a securities offering that is sold on a best efforts, rather than firm commitment, basis, whereby investment bankers commit to doing their best to sell the securities offered, but do not assume the full risk of an underwriter
Model-Generated Definition:
A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:
Definition: A commitment to pay out on the best of a number of assets, plus cash.
Model-Generated Definition:
A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The lowest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.
Model-Generated Definition:
A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:
Definition: A commitment to pay out on the best or worst of a number of assets.
Model-Generated Definition:
A kind of share price spread. A valid occurrence satisfies the following necessary conditions:
Definition: Spread: Range between Bid and Ask
Model-Generated Definition:
A kind of fund price.
Definition:
Model-Generated Definition:
A kind of quote price. A valid occurrence may have the following properties:
Definition: The price at which a market participant would put out in an order book indicating that they are willing to pay for a given stock.
Model-Generated Definition:
A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:
Definition: A Jurisdiction in which two or more systems of law are in force.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of option payout commitment.
Definition:
Model-Generated Definition:
A kind of identity document.
Definition: an original document certifying the circumstances of the birth, or a certified copy of or representation of the ensuing registration of that birth
Model-Generated Definition:
A kind of securities regulation. A valid occurrence may have the following properties:
Definition: a kind of securities regulation passed by various states, designed to protect investors against securities fraud by requiring sellers of new issues to register their offerings and provide financial details
Model-Generated Definition:
A kind of organization covering agreement.
Definition: a formal, legally binding agreement between members of the Board of Directors of the organization
Model-Generated Definition:
A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the capacity that resides in the board of directors of a company
Model-Generated Definition:
A kind of legally delegated authority and organization member. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a person who is a member of the board of directors of a corporation
Model-Generated Definition:
A kind of entity controlling party. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire the managing director and senior executives, (5) determine and pay the dividend, and (6) issue additional shares. Though all its members might not be engaged in the company's day-to-day operations, the entire board is held liable (under the doctrine of collective responsibility) for the consequences of the firm's policies, actions, and failures to act. Members of the board usually include senior-most executives (called inside directors or executive directors) as well as experts or respected persons chosen from the wider community (called outside directors or non-executive directors).
Model-Generated Definition:
A kind of corporation.
Definition: A body with legal personhood, incorporated through some agreement among the principals, and without equity or guarantee instruments which would isolate the principals from liability.
Model-Generated Definition:
A kind of corporation. A valid occurrence may have the following properties:
Definition: Incorporated entity without share capital, and in which the liability of its members is limited to the amount each one of them undertakes to contribute at the time the firm is wound up.
Model-Generated Definition:
A kind of organization covering agreement.
Definition: The formal agreement between the principals of a body limited by guarantee.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Some body of law, that is some set of laws, statutes, ordinances and the like.
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A debt security, in which the authorized issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at a later date, termed maturity. It is a formal contract to repay borrowed money with interest at fixed intervals.
Model-Generated Definition:
A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of bond principal repayment terms set.
Definition: Terms for payment of Principal as a single amount of payment of the full Principal.
Model-Generated Definition:
A kind of debt call terms. A valid occurrence may have the following properties:
Definition: The terms and conditions in which a bond can be redeemed by the issuer prior to its maturity. Usually a premium is paid to the bond owner when the bond is called.
Model-Generated Definition:
Definition: Bond may be called at any time
Model-Generated Definition:
Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically.
Model-Generated Definition:
A kind of debt security interest payment terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms for payment of Interest on a Bond. These include terms for determining interest amounts, and terms for dates on which those amounts are to be paid.
Model-Generated Definition:
A kind of contractual element. A valid occurrence satisfies the following necessary conditions:
Definition: A set of contractual terms defining the interest payments for a coupon of a bond, beginning with terms describing stepped or conditional coupon structures if these exist.
Model-Generated Definition:
A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: Yield determined on an equivalent basis to the yield of another bond. This is used to be able to realistically compare prices between debt instruments across different markets.
Model-Generated Definition:
A kind of interest rate treatment.
Definition:
Model-Generated Definition:
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The price at close of trading on a given trading day on an exchange.
Model-Generated Definition:
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:
Definition: The highest valuation over the period specified.
Model-Generated Definition:
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The last (or most recent) valuation.
Model-Generated Definition:
A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:
Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.
Model-Generated Definition:
A kind of exchange traded bond price. A valid occurrence may have the following properties:
Definition: The value at the beginning of trading or opening of the market.
Model-Generated Definition:
A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of bond coupon.
Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a fixed amount.
Model-Generated Definition:
A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.
Model-Generated Definition:
A kind of interest rate future. A valid occurrence may have the following properties:
Definition: A future instrument where the underlying is a bond.
Model-Generated Definition:
A kind of interest rate future standardized terms set. A valid occurrence may have the following properties:
Definition: A set of standard terms for bond futures contracts, as set out by the derivatives exchange. Bond Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:
Definition: The Bond which is the underlying instrument of a Bond Future contract.
Model-Generated Definition:
A kind of insurance backed guaranty.
Definition: Insurance on bond.
Model-Generated Definition:
A kind of debt issuance program. A valid occurrence satisfies the following necessary condition:
Definition: A series of bond issuances over time.
Model-Generated Definition:
A kind of debt instrument issue information. A valid occurrence may have the following properties:
Definition: Information about the Issuance of a Bond, which is maintained throughout the life of the Security.
Model-Generated Definition:
A kind of debt issue prospectus.
Definition: The prospectus for the bond issue describes the terms of the issue and each of the instruments included in the bond issue. Term origin:SMER
Model-Generated Definition:
A kind of security listing.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of contract third party.
Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of debt offer issue. A valid occurrence satisfies the following necessary condition:
Definition: An Issue of one or more Bonds, as all or part of an Offering of these bonds to the market.
Model-Generated Definition:
A kind of bond offer issue. A valid occurrence satisfies the following necessary condition:
Definition: A bond issue where the issue includes a Warrant attached. Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price. Review notes: This need not be any specific type of bond. The warrant is used as a sweetener to encourage people to subscribe to a new bond issue. The Bond and the Warrant trade together as a unit (called "Bond Unit").
Model-Generated Definition:
A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:
Definition: An option on a traded futures contract for a Bond. When exercised, the holder exercises the right to buy the future on a Bond, s/he does not exercise the right to buy a bond.
Model-Generated Definition:
A kind of option on futures underlying.
Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.
Model-Generated Definition:
A kind of financial securities secondary market transaction and optional underlying transaction. A valid occurrence may have the following properties:
Definition: A transaction which is defined in a bond option contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying (in this case a bond) as defined in the option contract.
Model-Generated Definition:
Definition: A pool investment consisting of a collection of Bonds.
Model-Generated Definition:
A kind of tradable debt security redemption terms set.
Definition: Terms for the repayment of the Principal on a Bond security.
Model-Generated Definition:
A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of secondary market trading context.
Definition:
Model-Generated Definition:
A kind of debt observable.
Definition:
Model-Generated Definition:
A kind of bond coupon. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:
Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.
Model-Generated Definition:
A kind of callable bond. A valid occurrence satisfies the following necessary condition:
Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.
Model-Generated Definition:
A kind of amortizing bond. A valid occurrence may have the following properties:
Definition: Bonds where the amortizing is via a known and published schedule.
Model-Generated Definition:
A kind of bond.
Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.
Model-Generated Definition:
A kind of contract party and debtor. A valid occurrence satisfies the following necessary conditions:
Definition: a party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument
Model-Generated Definition:
A kind of debtor. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of data protection requirement (please review). A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
Definition: total monthly qualifying income of the potential borrower
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Ongoing information about the borrower.
Model-Generated Definition:
A kind of consumer right (please review).
Definition:
Model-Generated Definition:
A kind of legal capacity. A valid occurrence may have the following properties:
Definition: an amount of money that an individual or organization can borrow
Model-Generated Definition:
A kind of organizational sub unit.
Definition: A part of a business organization or company, identified as a branch.
Model-Generated Definition:
A kind of government body.
Definition: a division of the government of a state, with separate and independent powers and areas of responsibility so that the powers of one branch are not in conflict with the powers associated with the other branches
Model-Generated Definition:
A kind of name.
Definition: A name with or without some strong image (usually legally defined), which identifies an organization or some part of product or service thereof.
Model-Generated Definition:
A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:
Definition: A holding of built property.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of investment account. A valid occurrence satisfies the following necessary conditions:
Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders
Model-Generated Definition:
A kind of non-depository institution.
Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction
Model-Generated Definition:
A kind of municipal bond.
Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.
Model-Generated Definition:
A kind of built property. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A discrete construction on its own foundations or pilings.
Model-Generated Definition:
A kind of built property.
Definition: A discrete subdivision of some Building.
Model-Generated Definition:
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:
Definition: Something which is constructed via construction methods; bricks and mortar.
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: As for Yankee bond market but in UK instead of the US.
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
Definition: A bond where the principal is paid off in a single payment on the scheduled maturity date.
Model-Generated Definition:
A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of negotiable commodity. A valid occurrence may have the following properties:
Definition: Any precious metal.
Model-Generated Definition:
A kind of unit of mass.
Definition: Units in which bullion may be measured.
Model-Generated Definition:
A kind of commodity physical delivery. A valid occurrence may have the following properties:
Definition: Delivery of any precious metal.
Model-Generated Definition:
Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.
Model-Generated Definition:
A kind of economic resource.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An agent which is capable of causing some business event or providing some service in a business context.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A business process, work stream or other business area, in which various processes, actors, activities and so on are combined to achieve some business goal.
Model-Generated Definition:
A kind of schematic code.
Definition: The Calendar for a particular business center, which defines what are the working days in that center.
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of municipality.
Definition: a municipality where business is conducted, especially one that is considered a financial center
Model-Generated Definition:
A kind of calendar temporal unit. A valid occurrence satisfies the following necessary condition:
Definition: A working day as defined in the Business Calendar for a particular business center.
Model-Generated Definition:
A kind of convention. A valid occurrence satisfies the following necessary conditions:
Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in some business center
Model-Generated Definition:
A kind of convention.
Definition:
Model-Generated Definition:
A kind of convention.
Definition: a convention that enumerates the possible ways to handle a date that falls on a weekend or holiday
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes only business days.
Model-Generated Definition:
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entity that is formed and administered as per commercial law in order to engage in business activities
Model-Generated Definition:
A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of goal.
Definition: A Goal is a state or condition of the enterprise to be brought about or sustained through appropriate Means.
Model-Generated Definition:
A kind of license. A valid occurrence satisfies the following necessary conditions:
Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time
Model-Generated Definition:
A kind of objective.
Definition: an objective that reflects the strategic goals and direction of a business
Model-Generated Definition:
A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:
Definition: a recurrence interval that is specified using a business recurrence interval convention
Model-Generated Definition:
A kind of convention.
Definition: a convention for modeling recurring days, such as the end of the month, a particular day of the month, a day of the week, or more specifically, a t-bill auction date
Model-Generated Definition:
A kind of registration authority. A valid occurrence satisfies the following necessary conditions:
Definition: a governmental registration authority that is responsible for maintaining a registry of business entities for a particular jurisdiction
Model-Generated Definition:
A kind of registry. A valid occurrence satisfies the following necessary conditions:
Definition: a registry for registering and maintaining information about business entities for a particular jurisdiction
Model-Generated Definition:
A kind of registry entry.
Definition: an entry in a business registry
Model-Generated Definition:
A kind of physical site. A valid occurrence may have the following properties:
Definition: An address from which a business entity carries out its business, such as a shop or offices. This is the address which is generally shown on advertising by that company.
Model-Generated Definition:
A kind of strategy. A valid occurrence satisfies the following necessary condition:
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage (in case of services), in exchange for money or other consideration under a contract of sale
Model-Generated Definition:
A kind of law.
Definition: Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a municipality, for example), or public corporation, in accordance with the powers conferred by or delegated under a statue (called the parent act).
Model-Generated Definition:
A kind of collateralized obligation deal.
Definition: An issue of Collateralized Bond Obligation notes.
Model-Generated Definition:
A kind of cash c d o tranche.
Definition: A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the collateral. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee.
Model-Generated Definition:
A kind of method.
Definition: The way in which cash flows are handled in a CDO.
Model-Generated Definition:
A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An Issue of a set of CDO tranches as part of an offering to the market.
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue securities. Sponsors can include banks, other financial institutions or investment managers, as described below. Expenses associated with running the special purpose vehicle are subtracted from cash flows to investors. Often, the sponsoring organization retains the most subordinate equity tranch of a CDO.
Model-Generated Definition:
A kind of method.
Definition: The manner in which reference assets are managed during the life of a CDO.
Model-Generated Definition:
A kind of structured finance instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity and risk associated with it. The higher the risk, the more the CDO pays. Further details: Collateralized Debt obligations are securitized interests in pools of - generally non-mortgage - assets. Assets - called collateral - usually comprise loans or debt instruments. A CDO may be called a collateralized loan obligation (CLO) or collateralized bond obligation (CBO) if it holds only loans or bonds, respectively. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics.
Model-Generated Definition:
A kind of objective.
Definition: The origin or motivation behind a CDO issue.
Model-Generated Definition:
A kind of structured finance instrument pool.
Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.
Model-Generated Definition:
A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:
Definition: A portfolio in which the reference assets of the CDO are held.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). This assumes that the role is the same in both cases.
Model-Generated Definition:
A kind of trustee.
Definition:
Model-Generated Definition:
A kind of c d s reference obligation. A valid occurrence satisfies the following necessary condition:
Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: An issue of CDO Squared notes.
Model-Generated Definition:
A kind of c d o note.
Definition: CDOs where the underlying asset pool is CDOs.
Model-Generated Definition:
A kind of c d s contingent delivery terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition: A party from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement of a CDS.
Model-Generated Definition:
A kind of method.
Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank. Further notes: For example, Bid, Offer or Mid-market. FpML Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Model-Generated Definition:
A kind of method.
Definition: The defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FpML: The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Model-Generated Definition:
A kind of contingent transaction commitment.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.
Model-Generated Definition:
A kind of contingent transaction commitment.
Definition:
Model-Generated Definition:
A kind of financial securities secondary market transaction. A valid occurrence satisfies the following necessary conditions:
Definition: The transaction which takes place in the event that the specified Credit Event in a Credit default Swap takes place. Deifnition Origin:SMER
Model-Generated Definition:
A kind of settlement terms. A valid occurrence satisfies the following necessary condition:
Definition: Settlement for the transaction agreed in the CDS, which takes place if the Credit Event takes place. This is the payment as agreed by the Protection Seller, who becomes the buyer of the Deliverable Obligation. Deifnition Origin:SMER
Model-Generated Definition:
A kind of credit event. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Terms defining the fee leg in a CDS contract
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection.
Model-Generated Definition:
A kind of c d s periodic payment schedule and regular schedule.
Definition: A schedule expressing payment events and dates.
Model-Generated Definition:
A kind of swap party. A valid occurrence satisfies the following necessary condition:
Definition: Either party to a Credit Default Swap contract.
Model-Generated Definition:
A kind of schedule.
Definition: The schedule of fixed amounts to be paid on specified payment dates.
Model-Generated Definition:
A kind of c d s contingent delivery terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Physical settlement is where you deliver the reference obligation (e.g.a bond) itself. Deifnition Origin:SMER
Model-Generated Definition:
A kind of c d s credit event reference. A valid occurrence satisfies the following necessary condition:
Definition: The legal entity on which the protection buyer is buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. This is the legal entity to which a Credit Event refers, if the event is defined in relation to some legal entity.
Model-Generated Definition:
A kind of c d s credit event reference and underlier.
Definition: The underlying obligation against which the CDS provides credit protection. The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries).
Model-Generated Definition:
A kind of contract counterparty and derivative contract party.
Definition:
Model-Generated Definition:
A kind of contract principal and derivative contract party.
Definition: A party which issues or is the counterparty to a Contract For Difference.
Model-Generated Definition:
A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of collateralized obligation deal.
Definition: An issue of Collateralized Loan Obligations.
Model-Generated Definition:
A kind of collateralized obligation deal.
Definition: An issue of Collateralized mortgaged Obligations.
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The formal description of the typical period of time which is the mayturity of a Commercial Paper instrument.
Model-Generated Definition:
A kind of determined date.
Definition: A Date which is calculated according to some defined formula or calculation method. The results of such calculation are not known in the present, e.g. one or more parameters for the calculation are not yet known.
Model-Generated Definition:
A kind of date. A valid occurrence may have the following properties:
Definition: a date that is or will be calculated in some way
Model-Generated Definition:
A kind of calculated time offset.
Definition:
Model-Generated Definition:
A kind of option payout commitment.
Definition:
Model-Generated Definition:
A kind of monetary price. A valid occurrence satisfies the following necessary condition:
Definition: a monetary price determined by a formula
Model-Generated Definition:
A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition: The entity which carries out the valuation of an underlying asset, or from which the valuation of the underlying is to be taken.
Model-Generated Definition:
A kind of forward contract adjustment method.
Definition: The calculation agent has the right to adjust the terms following a corporate event
Model-Generated Definition:
A kind of formula.
Definition: a mathematical formula that transforms one or more inputs into an amount or number of something
Model-Generated Definition:
A kind of date period. A valid occurrence may have the following properties:
Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period
Model-Generated Definition:
A kind of explicit duration.
Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction
Model-Generated Definition:
A kind of Point In Time. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of calendar temporal unit.
Definition: A day. This is the time it takes the Sun to orbit the Earth, without any additional qualifications or rules applied.
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes all calendar days.
Model-Generated Definition:
Definition: Calendar is defined in terms of either a Calendar Day or a Business Day.
Model-Generated Definition:
A kind of time interval.
Definition: an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a calendar week, a calendar month, a calendar quarter, or a calendar year
Model-Generated Definition:
A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:
Definition:
a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a calendar month), and a TimeDirection (forward from the beginning of the month, or backwards from the end).
The nth day is an ordinal number, not a cardinal number. '1' means the first day of the calendar period.
Model-Generated Definition:
A kind of temporal unit.
Definition: A Temporal Unit (measure of time) which is to be found in a regular calendar, i.e. a day, month etc., as distinct from units with additional parameters such as business days.
Model-Generated Definition:
A kind of scheduled event date.
Definition: Date on which the instrument may be called.
Model-Generated Definition:
A kind of occurrence kind.
Definition: an event associated with the call schedule for a debt instrument
Model-Generated Definition:
A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:
Definition: a redemption provision defining the schedule and price of redemption prior to maturity
Model-Generated Definition:
A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:
Definition: a provision of a call feature defining notification requirements
Model-Generated Definition:
A kind of redemption event. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The calling back of an Issue of a Traded Security by the Issuer.
Model-Generated Definition:
A kind of option buyer.
Definition: The Party which is the buyer of the Call Option. This party has the option but not the obligation to transact as the Buyer of the Option Underlying.
Model-Generated Definition:
A kind of option contract. A valid occurrence satisfies the following necessary conditions:
Definition: Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of delivering the assets specified should the buyer exercise his option.
Model-Generated Definition:
A kind of option type.
Definition:
Model-Generated Definition:
A kind of option writing party.
Definition: The Party which is the writer of the Call Option. This party has the obligation to transact as the Seller of the Option Underlying.
Model-Generated Definition:
A kind of monetary price.
Definition: an amount over par that an issuer must pay an investor to redeem the security early
Model-Generated Definition:
A kind of monetary price.
Definition: a price at which a debt instrument with a call feature may be redeemed by the issuer
Model-Generated Definition:
A kind of schedule. A valid occurrence may have the following properties:
Definition: The list of dates on which a fixed-income security can be redeemed prior to maturity by the issuer; also includes the corresponding call prices.
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
Definition: a schedule that defines the events associated with the call feature of a debt instrument, i.e, the dates on which the debt instrument may be called (recalled) at what price by the issuer
Model-Generated Definition:
A kind of ad hoc schedule and call schedule. A valid occurrence satisfies the following necessary condition:
Definition: Schedule of dates on which a Traded Security can be Called (recalled) by the Issuer.
Model-Generated Definition:
A kind of method.
Definition: Way in which a call will be executed, which is by Lottery or Pro-Rata.
Model-Generated Definition:
A kind of date period.
Definition: an explicit period of time prior to a call date during which an issuer or agent must give notice to holders
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
Definition: A bond with call provisions, or callable bond, is a bond that can be redeemed by the issuer prior to its maturity.
Model-Generated Definition:
A kind of callable bond and convertible bond. A valid occurrence satisfies the following necessary condition:
Definition: A Convertible Bond which is also callable.
Model-Generated Definition:
A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing a measure of changes over time in the prices of a fixed basket of consumer goods and services that Canadian private households consume
Model-Generated Definition:
A kind of interbank offered rate.
Definition: a daily interbank offered rate based on the trimmed arithmetic average of the rates at which CDOR submitters would be willing to lend funds for specific terms-to-maturity against the primary market issuance of Banker's Acceptances to clients with existing credit facilities that reference CDOR (i.e. bid-side rates of the primary BA market)
Model-Generated Definition:
A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:
Definition: a statistical universe consisting of all private households in Canada, with the exception of soldiers on military bases, people living on First Nations reserves, institutionalized persons, and households living in the rural areas of the three northern territories
Model-Generated Definition:
A kind of producer price index. A valid occurrence satisfies the following necessary condition:
Definition: an economic indicator representing a measure of the change over time in the prices of a fixed-basket of domestic producer goods and services
Model-Generated Definition:
A kind of bermuda exercise convention.
Definition:
Model-Generated Definition:
A kind of religious law system.
Definition: The body of laws & regulations made or adopted by ecclesiastical authority, for the government of the Christian organization and its members.
Model-Generated Definition:
A kind of cap or floor determination.
Definition:
Model-Generated Definition:
A kind of loan contract.
Definition:
Model-Generated Definition:
A kind of method.
Definition: Whether a given thing is treated as a Cap (something goes no higher than this amount) or as a Floor (something goes no lower than this).
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A capability represents the ability to perform a particular type of work and may involve people with particular skills and knowledge, intellectual property, defined practices, operating facilities, tools and equipment.
Model-Generated Definition:
Definition: The ability of a thing to do or have done to it
Model-Generated Definition:
Definition: The right to do a thing along with the actual e.g. physical ability to do that thing.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: financial capital, which represents obligations, and is liquidated as money for trade, and owned by legal entities
Model-Generated Definition:
A kind of productivity.
Definition: a ratio of a quantity index of value added to a quantity index of capital input
Model-Generated Definition:
A kind of equity.
Definition: Capital surplus is that amount which a firm raises in excess of the par value (nominal value) of the shares (common stock).
Model-Generated Definition:
A kind of productivity.
Definition: a ratio of a quantity index of value added to a quantity index of combined labor and capital input
Model-Generated Definition:
A kind of productivity.
Definition: a ratio of a quantity index of gross output to a quantity index of combined inputs
Model-Generated Definition:
Definition: Something that is widely accepted in payment for goods and services and in settling debts.
Model-Generated Definition:
A kind of cash structured finance instrument pool.
Definition: A pool investment consisting of a collection of cash ABS instruments.
Model-Generated Definition:
A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An asset-backed security is a type of bond or note that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical investments worthwhile, while also reducing risk by diversifying the underlying assets.
Model-Generated Definition:
A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:
Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.
Model-Generated Definition:
A kind of c d o note and cash structured finance instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Option to purchase cash at an agreed rate on an agreed date.
Model-Generated Definition:
A kind of forward delivery terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Closeout of the contract in the form of the cash equivalent of the asset or commodity rather than the underlying asset or commodity itself.
Model-Generated Definition:
A kind of promissory note. A valid occurrence satisfies the following necessary condition:
Definition: Money in the form of promissory notes issued by some central bank.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: commitment to deliver cash at the earliest available date as per settlement convention
Model-Generated Definition:
A kind of financial instrument.
Definition: a financial instrument whose value is ascertained directly by markets and that can be converted into cash quickly with minimal impact on the price received
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The issuer and underwriter of cash. This takes the form of some Central Bank.
Model-Generated Definition:
A kind of binary payout commitment.
Definition: A commitment to pay out on a binary option, as cash or nothing.
Model-Generated Definition:
A kind of classifier.
Definition: A category indicating the extent to which funds are released to the borrower on a new loan origination that is refinancing an existing loan. Subject to lender and/or investor policy(s).
Model-Generated Definition:
Definition: Option to sell cash at an agreed rate on an agreed date.
Model-Generated Definition:
A kind of security delivery type (please review).
Definition: Delivery of a security in cash
Model-Generated Definition:
A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A structured finance instrument with a real asset underlying.
Model-Generated Definition:
A kind of structured finance instrument pool.
Definition: A pool investment consisting of a collection of cash structured finance instruments.
Model-Generated Definition:
A kind of debt security price.
Definition: When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid to tranches according to seniority. At any point in time, all immediate obligations to a given tranch are met before any payments are made to less senior tranches.
Model-Generated Definition:
A kind of contractually defined benefit.
Definition: A legal or contractual commitment to some cash flows in the future.
Model-Generated Definition:
A kind of expression.
Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula
Model-Generated Definition:
A kind of expression.
Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula
Model-Generated Definition:
A kind of formula. A valid occurrence satisfies the following necessary condition:
Definition: a formula for determining cashflows for a derivative instrument
Model-Generated Definition:
A kind of formula. A valid occurrence satisfies the following necessary condition:
Definition: a formula for determining cashflows for a derivative instrument
Model-Generated Definition:
A kind of c d o cashflow treatment structure.
Definition:
Model-Generated Definition:
A kind of contract terms set. A valid occurrence satisfies the following necessary condition:
Definition: a set of terms setting out a cashflow structure of payments to be delivered by one party to a contract
Model-Generated Definition:
A kind of debt terms and derivative transaction terms.
Definition: terms setting out a cashflow structure of payments committed to by one party to a contract
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of publication. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a list of goods and/or services available for sale with their description and possibly prices, published as a printed or electronic document (e-catalog)
Model-Generated Definition:
Definition: The seniority of a tranche of a CDO issue.
Model-Generated Definition:
A kind of Bank and monetary authority. A valid occurrence may have the following properties:
Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)
Model-Generated Definition:
A kind of clearing house.
Definition: a clearing house that helps facilitate trading in derivatives and equities markets
Model-Generated Definition:
A kind of financial service provider.
Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares
Model-Generated Definition:
A kind of written information. A valid occurrence satisfies the following necessary conditions:
Definition: Some formal written document prepared by some party which is typically regarded as an authority in the subject matter, setting out some formal position in respect of some other party, which may be used by that party as a point of reference about that subject matter to the world at large.
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
Definition: A certificate of deposit (CD) is a money market instrument issued by a depository institution as evidence of a time deposit.
Model-Generated Definition:
A kind of municipal security.
Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.
Model-Generated Definition:
A kind of municipal security.
Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.
Model-Generated Definition:
A kind of Dimension.
Definition:
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating what a charge is for (e.g. closing costs, interest)
Model-Generated Definition:
A kind of classifier.
Definition: A specific indicator of what a charge is for (e.g. closing costs, interest)
Model-Generated Definition:
A kind of juridical person.
Definition: a legal person created by a royal charter or decree
Model-Generated Definition:
A kind of corporate officer and executive board member.
Definition: Top executive responsible for a firm's overall operations and performance. He or she is the leader of the firm, serves as the main link between the board of directors (the board) and the firm's various parts or levels, and is held solely responsible for the firm's success or failure. One of the major duties of a CEO is to maintain and implement corporate policy, as established by the board. Also called President or managing director, he or she may also be the chairman (or chairperson) of the board.
Model-Generated Definition:
A kind of corporate officer and executive.
Definition: Senior-most executive responsible for financial control and planning of a firm or project. He or she is in charge of all accounting functions including (1) credit control, (2) preparing budgets and financial statements, (3) coordinating financing and fund raising, (4) monitoring expenditure and liquidity, (5) managing investment and taxation issues, (6) reporting financial performance to the board, and (7) providing timely financial data to the CEO. Also called chief finance officer, comptroller, controller, or finance controller.
Model-Generated Definition:
A kind of option contract. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of municipal area. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An urban center defined as a geopolitical entity, that is one coming under one or more specific adminstrations
Model-Generated Definition:
A kind of common law.
Definition: The branch of the law dealing with disputes between individuals or organizations, in which compensation may be awarded to the victim.
Model-Generated Definition:
A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a civil law jurisdiction
Model-Generated Definition:
A kind of legal system. A valid occurrence satisfies the following necessary condition:
Definition: a legal system originating in Europe, intellectualized within the framework of late Roman law, and whose most prevalent feature is that its core principles are codified into a referable system which serves as the primary source of law
Model-Generated Definition:
A kind of legally capable person.
Definition: a person that is not a member of the military (i.e., that is not on active duty)
Model-Generated Definition:
A kind of civilian non-institutional population.
Definition: a subset of the civilian, non-institutional population considered to be part of the labor force during a given reporting period
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing the rate of participation the labor force of a given economy for some specified period
Model-Generated Definition:
A kind of statistical universe. A valid occurrence satisfies the following necessary conditions:
Definition: a statistical universe consisting of people of a certain age who reside in a given region, do not live in institutions (for example, correctional facilities, long-term care hospitals, and nursing homes), and are not on active military duty
Model-Generated Definition:
A kind of legal construct. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A claim by one party on another, which arises from the existence of a Commitment agreed upon between those parties or as implicitly agreed upon through the operation of Law or Constitution.
Model-Generated Definition:
A kind of schematic code. A valid occurrence may have the following properties:
Definition: Some Classification of some Thing to identify what type of Thing it is (usually within a particular class of Things such as financial securities or organisations).
Model-Generated Definition:
A kind of arrangement. A valid occurrence may have the following properties:
Definition: a system for allocating classifiers (elements in a classification scheme) to objects, similar to identifiers in some cases; such classification schemes are intended to permit the classification of arbitrary objects into hierarchies (or partial orders)
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition: The Scheme defining how the Classification is determined. This may be a URI or some other unique identification of the Scheme.
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary conditions:
Definition: a standardized classification or delineation for something, per some scheme for such delineation, within a specified context
Model-Generated Definition:
A kind of entire call.
Definition:
Model-Generated Definition:
A kind of debt security price.
Definition: A bond or debt instrument price that does not include accrued interest.
Model-Generated Definition:
A kind of clearing house and commercial bank.
Definition: a commercial bank that facilitates payment and settlement of financial transactions, such as check clearing or facilitating trades between the sellers and buyers of securities or other financial instruments or contracts
Model-Generated Definition:
A kind of clearing house. A valid occurrence satisfies the following necessary condition:
Definition: a clearing house that is organized as a corporation
Model-Generated Definition:
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: a financial service provider that is exchange affiliated and provides clearing services, including the validation, delivery, and settlement of financial transactions, for financial intermediaries
Model-Generated Definition:
A kind of trading participant.
Definition: People who are members of the exchange who are allowed to clear the trades. There are various categories of entities which are participating in this full process: FTrading Member Clearing Member Entity which does both for itself (not professionally carrying out the clearing for other
Model-Generated Definition:
A kind of financial service.
Definition: a service provided to financial institutions including the validation, delivery, and settlement of financial transactions
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that purchases professional services from, or has a formal relationship to purchase services from another party
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a client
Model-Generated Definition:
A kind of valuation time type.
Definition:
Model-Generated Definition:
A kind of debt instrument and loan contract. A valid occurrence satisfies the following necessary condition:
Definition: A LoanContract that has an amount borrowed for a fixed amount of time, and is not considered open ended. Adapted from 2015 Revised HMDA reg.
Model-Generated Definition:
A kind of price determination method.
Definition: The way in which a price is determined, usually by an exchange or trading venue, for example when publishing a closing price.
Model-Generated Definition:
A kind of legitimate organization.
Definition: An informal organization formed to pursue some common interest among its members
Model-Generated Definition:
A kind of party holding some option for control.
Definition: Holder of bank bonds which convert to equity holdings in a bank.
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary conditions:
Definition: a sequence of characters, capable of identifying that with which it is associated for some purpose, within a specified context, i.e., a code set, according to a pre-established set of rules
Model-Generated Definition:
A kind of arrangement. A valid occurrence may have the following properties:
Definition: A system of valid symbols that substitute for specified values, e.g., alpha, numeric, symbols and/or combinations
Model-Generated Definition:
A kind of derived unit.
Definition:
Model-Generated Definition:
A kind of system of units.
Definition:
Model-Generated Definition:
A kind of continuous physical stuff. A valid occurrence may have the following properties:
Definition: Money in the form of coins minted by some authorized mint.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Assets pledged in the provision of debt or loan products or securities.
Model-Generated Definition:
A kind of asset. A valid occurrence may have the following properties:
Definition: an asset offered as security, pledged as an inducement to another party, to lend money, extend credit, or provision securities
Model-Generated Definition:
A kind of security interest dated facts (please review). A valid occurrence satisfies the following necessary condition:
Definition: What information is kept about different kinds of asset? Example: HJouse: Building structure, the land (these are non date facts), quality of the title. If car, information, identify (registration, VIN etc.); insurance and so on. Insurance is a dated fact. If a car is collateral., you would collect updated information on an ongoing basis. this happens though registering an interest in the vehicle. Insurance companies undertake not to cancel insutrance without notifying lender if there is a lein. so they regfister an interest in a motor vehicle. so some of this event driven, some is dated, some is static. Also: Flood plain risk, flood insurance on the asset.
Model-Generated Definition:
A kind of loan third party (please review).
Definition: Party which provides collateral for the Loan.
Model-Generated Definition:
A kind of publicly issued debt. A valid occurrence satisfies the following necessary condition:
Definition: Debt issued under some Security, with some Collateral.
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
Definition: Guaranty which takes the form of some Collateral. e.g. if a Security is guaranteed by collateral, assets (the Collateral) are pledged to a lender until a loan is repaid.
Model-Generated Definition:
A kind of debt offer issue.
Definition:
Model-Generated Definition:
A kind of structured finance instrument.
Definition: Pending further investigation. At present: CDO = issued against pool of securities MBS = issued against pool of individual debts (base loans) Action: identify if this is the case. Option 1: Model as it was; Option 2: Add a level of detail in between, whereby there is a pool of pools or some other such thing Option 3: this is a terminological thing only in that CDOs are never referred to as a parent of CMO for purely teerminological reasons as per ABS v MBS in which case we would add in a terminological layer.
Model-Generated Definition:
A kind of secured loan. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Loan in which some asset is provided as collateral to the loan.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: ea grouping of some variable number of things (may be zero) that have some shared significance
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of percentage monetary amount.
Definition: the ratio of the total amount of debt that is secured by the property to the value of the property relied on.
Model-Generated Definition:
A kind of statistical area. A valid occurrence satisfies the following necessary condition:
Definition: a combination of adjacent metropolitan and micropolitan areas with economic ties measured by commuting patterns
Model-Generated Definition:
A kind of commercial activity.
Definition: the commercial activity of buying and selling goods
Model-Generated Definition:
Definition: the context of carrying out trade and other commercial, i.e., for-profit activities
Model-Generated Definition:
A kind of Bank. A valid occurrence satisfies the following necessary condition:
Definition: a bank that provides services, such as accepting deposits, giving business loans and auto loans, mortgage lending, and basic investment products like savings accounts and certificates of deposit
Model-Generated Definition:
A kind of finance company.
Definition: a finance company that makes loans to manufacturers and wholesalers, secured by accounts receivable, inventories, and equipment
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
Definition: Loan extended for a commercial purpose. Further notes: Commercial Loans: Talk about property like office building. Borrower is a small business or corporation. Meanings: Loan extended for a commercial purpose versus Loan extended to a corporate entity Example: Aus: Nature of security e.g. private property versus commercial property being pledged as security, as there are different requirements on these. Also legislation on commercial lending by governments (business strategy etc.).
Model-Generated Definition:
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
Definition: The borrower of a Commercial Loan
Model-Generated Definition:
A kind of mortgage backed security instrument.
Definition:
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Commercial paper (CP) is unsecured short-term promissory notes issued primarily by corporations, although there are also municipal and sovereign issuers (not included in this definition).
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: Any entity that issues Commercial Paper. This includes corporations but the Special Purpose Entities that issue Asset Backed Commercial Paper (ABCP) and some mutual funds also issue CP. Can also be a banks, an institution, pretty much anything. There are no hard and fast criteria for this. Therefore this is defined as being any kind of Organization or any kind of Government.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A legal construct which represents the undertaking on the part of some party to act or refrain from acting in some manner.
Model-Generated Definition:
A kind of unilateral commitment.
Definition: a commitment made by some party without direct involvement from the potential beneficiaries of that commitment
Model-Generated Definition:
A kind of commitment to pay.
Definition: a commitment that obliges the lender to provide funds pursuant to a loan contract
Model-Generated Definition:
A kind of payment obligation. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a commitment obliging one party to make a payment to another party (e.g. to fund a loan, make payments, pay origination fees)
Model-Generated Definition:
A kind of commitment to pay. A valid occurrence satisfies the following necessary conditions:
Definition: a commitment obliging the borrower to repay funds that have been loaned, in a manner pursuant to a loan contract
Model-Generated Definition:
A kind of commitment.
Definition: a commitment obliging a party to deliver a report
Model-Generated Definition:
A kind of credit facility. A valid occurrence satisfies the following necessary condition:
Definition: A credit facility which has been formally agreed between a potential lender and a potential borrower.
Model-Generated Definition:
A kind of committed credit facility and credit facility tranche.
Definition: A tranche of a credit facility which has been formally agreed between a potential lender and a potential borrower.
Model-Generated Definition:
A kind of commodity derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:
Definition: An option to buy or sell the future on some underlying commodity. The exercise is always to buy the underlying asset i.e. the future instrument NOT the underlying goods.
Model-Generated Definition:
A kind of option on futures underlying.
Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.
Model-Generated Definition:
A kind of spot contract. A valid occurrence satisfies the following necessary condition:
Definition: The contract defined for or implied in a Commodities spot transaction.
Model-Generated Definition:
A kind of spot transaction. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of good.
Definition: a basic good used in commerce that is interchangeable with other commodities of the same type
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes only commodity business days.
Model-Generated Definition:
A kind of cash closeout and commodity forward delivery. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of commodity derivative contract and forward contract. A valid occurrence may have the following properties:
Definition: Definition needed.
Model-Generated Definition:
A kind of forward delivery terms set.
Definition: The agreed forward delivery of a commodity or cash equivalent.
Model-Generated Definition:
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of commodity derivative contract and future instrument. A valid occurrence may have the following properties:
Definition: A futures contract tied to the movement of a particular commodity. This enables contract buyers to buy a specific amount of a commodity at a specific price on a particular date in the future.
Model-Generated Definition:
A kind of financial instrument.
Definition: a financial instrument representing an ownership interest in a commodity such as coal, oil, precious metal, livestock, an agricultural product, etc.
Model-Generated Definition:
A kind of commodity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary condition:
Definition: Definition needed.
Model-Generated Definition:
A kind of optional underlying transaction.
Definition:
Model-Generated Definition:
A kind of commodity forward delivery. A valid occurrence satisfies the following necessary condition:
Definition: The physical delivery of some commodity at some agreed point in the future.
Model-Generated Definition:
A kind of asset return stream. A valid occurrence satisfies the following necessary condition:
Definition: Return on the value of an underlying commodity.
Model-Generated Definition:
A kind of commodity derivative contract and swap.
Definition: Definition needed.
Model-Generated Definition:
A kind of return swap transaction. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of non-depository institution.
Definition: an individual or organization that directly or indirectly advises others as to the value or advisability of buying or selling futures contracts or options
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition: The underlying of a Commodity Derivative, that is the commodity itself which underlies the contract.
Model-Generated Definition:
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
Definition: A derivative based on commodities contracts traded on exchanges.
Model-Generated Definition:
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms setting out how a commodity warrant may be exercised, including the form which delivery takes.
Model-Generated Definition:
A kind of not for profit corporation.
Definition: a not for profit corporation set up under specific state legislation as a business entity for homeowners' associations
Model-Generated Definition:
A kind of body of law.
Definition: Law developed by judges through decisions of courts and similar tribunals rather than through legislative statutes or executive branch action.
Model-Generated Definition:
A kind of jurisdiction. A valid occurrence may have the following properties:
Definition: a jurisdiction based on common law
Model-Generated Definition:
A kind of legal system. A valid occurrence satisfies the following necessary condition:
Definition: common law, also known as case law or precedent, is law developed by judges through decisions of courts and similar tribunals
Model-Generated Definition:
A kind of fund share class unit.
Definition: A share unit in a fund, which is classified as a Common Share class.
Model-Generated Definition:
A kind of bylaw.
Definition: The official rules and regulations which govern a corporation's management. Drawn up at the time of incorporation, along with the charter.
Model-Generated Definition:
A kind of contractual commitment.
Definition: Terms setting out the equity in a company, including the various kinds of rights, the shares that embody those rights etc.
Model-Generated Definition:
A kind of body incorporated with guarantee.
Definition:
Model-Generated Definition:
A kind of statute law.
Definition: Legislation under which the formation, registration or incorporation, governance, and dissolution of a firm is administered and controlled.
Model-Generated Definition:
A kind of guarantee providing member.
Definition:
Model-Generated Definition:
A kind of corporate officer.
Definition: Officer appointed by the directors of a firm as responsible for ensuring that firm's legal obligations under the corporate legislation are complied with. His or her formal duties include (1) calling meetings, (2) recording minutes of the meetings, (3) keeping statutory record books, (4) proper payment of dividend and interest payments, and (5) proper drafting and execution of agreements, contracts, and resolutions. A company secretary is not automatically an employee of the firm and, if employed with executive responsibilities, not be its director shareholder. If a firm has only two directors, one may act as its secretary; but a sole director may not. A firm (such as of accountants) may not act as a company secretary for any firm. Called corporate secretary in the US.
Model-Generated Definition:
A kind of statutory responsibility. A valid occurrence may have the following properties:
Definition: an obligation defined in company law (statute)
Model-Generated Definition:
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
Definition: Warrants which are issued by the issuer of the underlying.
Model-Generated Definition:
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms setting out how a company warrant or naked warrant may be exercised, including the form which delivery takes.
Model-Generated Definition:
A kind of mathematical quantity. A valid occurrence satisfies the following necessary condition:
Definition: A comparison among numerical parameters.
Model-Generated Definition:
Definition: The market as a whole, i.e. one or more exchanges, a market (geographical) etc., about which prices and other derived facts may be quoted by market data vendors.
Model-Generated Definition:
A kind of control.
Definition: The ability to compel the activities of a thing
Model-Generated Definition:
A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contingent obligation.
Definition:
Model-Generated Definition:
A kind of option payout commitment.
Definition:
Model-Generated Definition:
A kind of contingent right.
Definition:
Model-Generated Definition:
A kind of contractual element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Conditions precedent on some obligation. These are conditions which would alter the Obligation as it is otherwise stated.
Model-Generated Definition:
A kind of social construct. A valid occurrence satisfies the following necessary conditions:
Definition: Some social construct that is conferred on some autonomous entity
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of reference.
Definition: a symbol that represents a constant in a formula or expression
Model-Generated Definition:
A kind of numerical parameter. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Something which makes up part of a collection, formalized in terms of its existence as a member of that collection.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: A constitution defines the basic principles and laws of a nation, state, or social group that determine the powers and duties of the government and guarantee certain rights to the people in it.
Model-Generated Definition:
A kind of constitutional de jure control and contractual control. A valid occurrence satisfies the following necessary condition:
Definition: Some control set out in some contract among the principals of an organization.
Model-Generated Definition:
A kind of de jure controlling interest.
Definition: Control which is based in some instrument which has constitutional standing (is constitutive of the entity) such as voting shares, general partner equity etc.
Model-Generated Definition:
A kind of body of law.
Definition: The body of law which defines the relationship of different entities within a state, namely the executive, legislature and the judiciary. Further notes: (from Wikipedia): Constitutional laws may be considered second order rulemaking or rules about making rules to exercise power.
Model-Generated Definition:
A kind of entity owner. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a party that holds an equity stake in some entity, in the form of stockholders' equity
Model-Generated Definition:
A kind of contingent right. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of credit facility agreement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A loan taken out for construction purposes. Further notes: These are a temporary loan. when the construction is finished then that loan is transformed to another loan, which would be a permanent loan. Information to follow on what the new permanent loan would be. Terms are adjusted in the new loan, since in construction loans the rates are significantly higher. This is an incentive to complete the construction works. Notes from PoC reviews, discussing Maximum Balance concept: In a Construction Loan you agree a maximum amount that you could draw. As you progress with the construction you continue to draw more and more. So you start with the minimum. Example: for purpose of construction of a house you could need to borrow up to 500K and the bank establishes the milestones at which certain amounts are made availalbe and can be drawn. For instance prior to start you might draw 10%, (50K); the next 50K would be available to draw only once the foundations are laid. And so on. Milestones may include "Frame standing" (for American-style frame based houses). Each stage requires inspection on behalf of the bank. So you are starting with no more than 10% (in this example) of what is allowable, and could arrive to the full 500K by the end of ths construction but it is not mandated that you arrive to that. What differentiates a Construction Loan is that there si a max amount specified and there are Milestones specified in which the amounts for each milestone can be advanced.
Model-Generated Definition:
A kind of loan precedent conditions. A valid occurrence may have the following properties:
Definition: An agreed point at which an amount is advanced to the lender on completion of some pre-agreed scope of works on the construction.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:
Definition: Information at a point in time, specific to a Construction Loan.
Model-Generated Definition:
A kind of classifier.
Definition: a particular kind of construction
Model-Generated Definition:
A kind of classifier.
Definition: A particular kind of construction
Model-Generated Definition:
A kind of person.
Definition: a person that is the ultimate user of a product or service
Model-Generated Definition:
A kind of consumer credit requirement (please review). A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of consumer protection law (please review).
Definition:
Model-Generated Definition:
A kind of formally constituted organization.
Definition: Applicable regulations: vary by jurisdiciton. for example, only being allowed ot divulge actual judgements against a party, but not things that are not substantiated by judgements. For example, slow payments which are not covered by some judgement against the party. There will be different regulatory requirments about: 1. What the CR Agency can hold 2. Who they can divulge it to 3. What information they must provide the borrower at his/her request Some of the third thing there is covered in the EU the Data Protection Directive and local acts that implement this.
Model-Generated Definition:
A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:
Definition: Requirement set out on the lender about how they must treat the appliction to a loan
Model-Generated Definition:
A kind of statistical program.
Definition: a program conducted on a regular basis that provides information on the buying habits of consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics
Model-Generated Definition:
A kind of finance company.
Definition: a finance company that lends to individuals under the small loans laws of the jurisdiction in which they operate
Model-Generated Definition:
A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an economic indicator representing a measure of the change over time in the prices of consumer goods and services that households consume
Model-Generated Definition:
A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:
Definition: Some agency tasked with regulating consumer protection in some jurisdiction.
Model-Generated Definition:
A kind of statute law.
Definition:
Model-Generated Definition:
A kind of legal right.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization
Model-Generated Definition:
A kind of classifier.
Definition: a virtual address for communication via phone
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization.
Model-Generated Definition:
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of claim. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Some obligation set out by some contract or by law, mandated upon some party.
Model-Generated Definition:
A kind of claim and right. A valid occurrence satisfies the following necessary conditions:
Definition: Some right conferred by some contract or by law.
Model-Generated Definition:
A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:
Definition: A commitment which is agreed in advance but which only comes into force on the occurrence of some pre-agreed event.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of physical item.
Definition:
Model-Generated Definition:
A kind of agreement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a voluntary, deliberate, and legally binding agreement between two or more competent parties
Model-Generated Definition:
A kind of contract part. A valid occurrence satisfies the following necessary condition:
Definition: A set of contractual terms, grouped according to subject, intent or the type of rights and / or obligations to which it refers.
Model-Generated Definition:
A kind of contract party.
Definition: in the event that a contract identifies either party to that contract as being the principal, this is the other party to that contract
Model-Generated Definition:
A kind of legal document. A valid occurrence may have the following properties:
Definition: a written document, whether physical or electronic, which sets out the formal terms and conditions of some written contract
Model-Generated Definition:
A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Cash settled contract where you buy or sell control of a particular asset such as USD. Further notes: You don't expect to deliver it, instead, at the end of the stated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Review session notes: Q: What are they? A: Cash settled contract where you buy or sell control of a particular asset such as USD. You don't expect to deliver it, instead, at the end of th estated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Just the same as a non deliverable forward. Differences: CFD are more a retail based product, they don't speciy a delivery date, they roll on a daily basis, the holder pays a margin but they don't determine the date where you have to settle. They rollover each day, but each day the holder has to provide a margin (and fees). Can roll along as long as you like, squaring up the current value and roll on for next day. No option to gake any value out of it. You can choose to terminate it, at which point youclear it at its current market value on that day and don't roll it over for the next. Developed to allow peopl ewho don't have the ability to hold the cash, to run a balance in a foreign ccy. What sort of assets? 1. Currency 2. No others known. Logically possible. Can be equity or anything. Q: What sort of facts apply: Delivery dates Quantities For non uniform assets: grades or qualities of those assets (e.g. oil0 Counterparties Earlier notes: Notes taken during Traded options SME Review: Traded in Australia and LSE. Presently these are predominantly OTC.
Model-Generated Definition:
A kind of contract third party and guarantor. A valid occurrence may have the following properties:
Definition: A Party which guarantees to underwrite some cash flow obligation on behalf of some other party.
Model-Generated Definition:
A kind of contract principal.
Definition: the party that originates the contract and acts as the principal in that contract regardless of the owner or counterparty
Model-Generated Definition:
A kind of contractual element and written information.
Definition: A formal part of a contract such as a clause or term.
Model-Generated Definition:
A kind of party in role.
Definition: a party to the contract, that is a contractually capable person or organization which is a signatory to the contract, and which grants or concedes certain rights and obligations as defined in the contract
Model-Generated Definition:
A kind of party identification. A valid occurrence satisfies the following necessary conditions:
Definition: The identification of parties to a contract. This is usually but not necessarily identified in the preamble to a contract.
Model-Generated Definition:
A kind of contract part. A valid occurrence satisfies the following necessary condition:
Definition: The part of a contract which defines the parties and gives sufficient information for them to be unambiguously identified, along with other pertinent information such as the subject of the contract.
Model-Generated Definition:
A kind of contract party.
Definition: the party identified as being the principal or first party to a contract, in the event that the contract distinguishes any party as the principal
Model-Generated Definition:
A kind of contract party identification. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The identification of the principals to a contract.
Model-Generated Definition:
A kind of contract part. A valid occurrence satisfies the following necessary condition:
Definition: A formally identified Section of a Contract, comtaining terms dealing with a specific type of subject matter.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of contractual element.
Definition: An individual term in a Contract. Forms part of a set of Contractual Terms. Also exists within a Clause of a Contract A Clause exists within a Section of a Contract
Model-Generated Definition:
A kind of commitment and contractual element. A valid occurrence may have the following properties:
Definition: the terms and conditions that set the rights and obligations of the contracting parties when a contract is awarded or entered into
Model-Generated Definition:
A kind of party in role.
Definition: someone who may be indirectly involved but is not a principal party to an arrangement, contract, deal, lawsuit, or transaction
Model-Generated Definition:
A kind of contract party identification. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The identification of any third parties referred to in a contract but not being signatories to that contract. This would for example be the identification of calculation agents in a derivatives contract.
Model-Generated Definition:
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
Definition: An agreement which is formalized by a contract between two parties to the agreement.
Model-Generated Definition:
A kind of beneficiary and contract party.
Definition:
Model-Generated Definition:
A kind of legal capacity. A valid occurrence may have the following properties:
Definition: the capacity to enter into legally binding contracts
Model-Generated Definition:
A kind of commitment and contractual element. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into
Model-Generated Definition:
A kind of controlling capacity. A valid occurrence satisfies the following necessary conditions:
Definition: Control vested in an entity by virtue of the terms in some contract between that entity and others.
Model-Generated Definition:
A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:
Definition: A party which exercises some control which is set out in some contract.
Model-Generated Definition:
A kind of date specification.
Definition: The specification of a date in a contract.
Model-Generated Definition:
A kind of contractual element.
Definition: a contractual element that defines something in a contract or other legal instrument
Model-Generated Definition:
A kind of contractual agreement and economic agreement. A valid occurrence satisfies the following necessary conditions:
Definition: An economic agreement forming part of a transaction, which has contractual standing as evidenced by a contract between the two parties to the Agreement.
Model-Generated Definition:
A kind of contractually conferred commitment and economic commitment. A valid occurrence satisfies the following necessary conditions:
Definition: Some Commitment, made as part of a transaction (economic) agreement, which has contractual standing.
Model-Generated Definition:
Definition: any element of a contract
Model-Generated Definition:
A kind of contingent obligation. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of contract party and obligor. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contractual right.
Definition: The option to take up some right at some future time, at the discretion of the party defined as the holder of this option in the contract.
Model-Generated Definition:
A kind of product. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of relationship context.
Definition: A relationship in which two or more parties have some contractual obligations or extend some rights under a contract, to one another.
Model-Generated Definition:
A kind of contractual commitment and securities restriction. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual terms setting out restrictions on either the holder or the issuer of the security. has to apply to a financial instrument (context) ... part of contract terms set for the financial instrument
Model-Generated Definition:
A kind of restriction. A valid occurrence satisfies the following necessary condition:
Definition: A restriction defined in a Contract as opposed to being defined in a body of Law.
Model-Generated Definition:
A kind of contingent right. A valid occurrence satisfies the following necessary conditions:
Definition: Some right conferred by some contract.
Model-Generated Definition:
A kind of economic transaction.
Definition: An economic transaction which has some contractual basis.
Model-Generated Definition:
A kind of contractual obligation and r e a transaction obligation.
Definition: An obligation which is one perspective on a commitment which is both a contractual commitment and a transaction-related economic commitment.
Model-Generated Definition:
A kind of contract party and transaction party. A valid occurrence satisfies the following necessary condition:
Definition: That which is party to a transaction which has contractual standing.
Model-Generated Definition:
A kind of undertaking event. A valid occurrence satisfies the following necessary condition:
Definition: A commitment, defined in a Contract, in which one Party to that Contract undertakes to do something or to deliver something or make some payment, to the other Party.
Model-Generated Definition:
A kind of agent in role. A valid occurrence satisfies the following necessary conditions:
Definition: A unique entity that is legally or financially responsible for the performance of financial transactions, or has the legal right in its jurisdiction to enter independently into legal contracts, regardless of whether it is incorporated or constituted in some other way (e.g. trust, partnership, contractual). This excludes natural persons, but includes governmental organizations and supranationals.
Model-Generated Definition:
A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:
Definition: Some commitment which has its existence through some provision in some contract. Further notes: "Contractual commitment" has 2 tests: 1. It is certain in time [certainty is defined in some legal sense; there has to be some ability to terminate the contract] 2. there is some consideration Without these 2 tests passing, this is not recognized in law as a contractual commitment. so for instance a Will is not legally binding upon a person who is alive. (from Aus / commonwealth law) NB: Terminating: Not the termination of a contract in a Termination Clause but the termination of the life of the Obligation as set out in the contract.
Model-Generated Definition:
A kind of economic resource.
Definition: Some benefit from one party to the other party, defined in contractual terms.
Model-Generated Definition:
A kind of numerical parameter. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of determined date. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of specified date.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: the possession by a party, direct or indirect, of the power to direct or cause the direction of the management and policies of a thing, whether through the ownership of voting shares, by contract, or otherwise
Model-Generated Definition:
A kind of capacity.
Definition: The ability to direct the activities of a thing
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A formal document which controls some activity or process. The actual document which takes on the role of Control Document for a given activity or process is identified as a property of this Control Document.
Model-Generated Definition:
A kind of contract.
Definition: A contract in which one party agrees to confer some degree and type of control upon the other party to that contract.
Model-Generated Definition:
A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:
Definition: bond that is securitized using a controlled amortization structure
Model-Generated Definition:
A kind of bond amortization payment terms.
Definition: a method of providing investors with a relatively predictable repayment schedule, even though the underlying assets are nonamortizing
Model-Generated Definition:
A kind of controlled party. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a company over which another organization has some degree of control by way of ownership of voting shares
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: Some party which is controlled in some way and to some degree by some other party.
Model-Generated Definition:
A kind of thing in role. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: thing over which some party exercises some form of control in some context
Model-Generated Definition:
A kind of group.
Definition: Some group of entities which have formed some alliance or agreement in terms of which they jointly exercise control over some entity.
Model-Generated Definition:
Definition: the possession, direct or indirect, of the power to direct or cause the direction of the thing which is controlled
Model-Generated Definition:
A kind of stockholders' equity. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of party holding some option for control.
Definition: A party which holds some option which may be exercised to confer on that party some de jure controlling interest at some time in the future and at the discretion of that holder.
Model-Generated Definition:
A kind of controlling party. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Some party which holds some form of controlling interest in some other party in some context.
Model-Generated Definition:
A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:
Definition: A party which exercises control as a result of some investment in an equity.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Party which exercises some form of control in some context.
Model-Generated Definition:
Definition: a widely accepted or established way of doing 'something' within some community of practice
Model-Generated Definition:
A kind of published information. A valid occurrence may have the following properties:
Definition: The way something is usually done.
Model-Generated Definition:
A kind of determined date.
Definition: A Date which is or is to be determined according to some established or published convention for date determination.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
Definition: contract terms specifying when and how a security may be converted to another security (usually of the same issuer)
Model-Generated Definition:
A kind of security contract terms. A valid occurrence satisfies the following necessary condition:
Definition: Contractual specifications when a security can be converted to another security (usually of the same issuer).
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary conditions:
Definition: A Bond instrument which on maturity converts into an Equity instrument.
Model-Generated Definition:
A kind of convertible share and ordinary share.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of convertible preference share and participating preference share.
Definition: A preference share that can be converted into common shares at a fixed conversion price. Preference or preferred shares entitle a holder to a prior claim on any dividend paid by the company before payment is made on ordinary shares.
Model-Generated Definition:
A kind of convertible share and preference share. A valid occurrence satisfies the following necessary condition:
Definition: A Preferred Share which is convertible into another security.
Model-Generated Definition:
A kind of security. A valid occurrence satisfies the following necessary condition:
Definition: a security that can be converted into another security
Model-Generated Definition:
A kind of share. A valid occurrence satisfies the following necessary conditions:
Definition: A Share which is convertible into another security, usually a share in the same company.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of thrift institution.
Definition: a state-chartered savings association located in Massachusetts, New Hampshire, Rhode Island or Vermont
Model-Generated Definition:
A kind of functional business entity.
Definition: a commercial enterprise owned and managed by and for the benefit of customers or workers
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
Definition: A debt security issued by a corporation, as opposed to those issued by a government or municipality.
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: A Company or Corporation, acting in the capacity of an Issuer.
Model-Generated Definition:
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
Definition: A borrower which is a Corporation.
Model-Generated Definition:
A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of statutory reporting obligation.
Definition: The obligation to file reports on the Incorporated Company as defined by the jurisdiction under which it is constituted.
Model-Generated Definition:
A kind of business goal.
Definition: A business goal in the furtherance of the aims and profitability of a corporation.
Model-Generated Definition:
A kind of limited partner. A valid occurrence satisfies the following necessary condition:
Definition: A limited partner in a partnership, who is and may only be a Corporate Legal Person (i.e., not a natural person)
Model-Generated Definition:
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of responsible party. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The executives of a corporation charged with certain operational responsibilities. Typically appointed by the board of directors, the corporate officers usually include the Chief Executive Officer (CEO), Chief Financial Officer (CFO), President, and in some corporations the Chief Operating Officer.
Model-Generated Definition:
A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:
Definition: the capacity vested in a public officer of a company
Model-Generated Definition:
A kind of company statutory obligation.
Definition: some duty incumbent upon some officer of a company
Model-Generated Definition:
A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a formal organization treated as an entity - an artificial person or legal entity distinct from its owners - created by or under the authority of the laws of a state or nation
Model-Generated Definition:
A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Definition needed. FpML refers to this but does not define its meaning. Correslation between two prices
Model-Generated Definition:
A kind of loan borrower. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Someone who commits to fulfil the obligations of the Borrower in the event that the Borrower defaults on the loan.
Model-Generated Definition:
A kind of geopolitical entity. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a self-governing geopolitical unit that is recognized as a country by the United Nations
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
Definition: A recognized, standardized code by which a country can be uniquely identified.
Model-Generated Definition:
A kind of identification scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of identification scheme.
Definition: The scheme in which the identification code for a country is identified.
Model-Generated Definition:
A kind of identifier.
Definition: A code for identifying a country
Model-Generated Definition:
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of geographical area.
Definition: An area within a country or state, designated by that country or state as a County for its own descriptive and administrative purposes. Fiurther Notes: Specific properties of counties will vary from one country or state to another and are not erpresented here - this is purely a labelled area of land within a country, similar to a Region.
Model-Generated Definition:
A kind of court of law. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Satisfaction code associated with a county court judgement can have values satisfied/unsatisfied. This is a value changing event.
Model-Generated Definition:
A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A term in the conditional coupon terms which matches one set of coupon terms (fixed rate or variable coupon) with one condition.
Model-Generated Definition:
Definition: The event whereby a coupon amount is paid or is to be paid.
Model-Generated Definition:
A kind of periodic date series. A valid occurrence satisfies the following necessary condition:
Definition: Periodic dates on which Interest Payments are made.
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition: The regular periodic component of a coupon schedule.
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:
Definition: Length of a regular periodic component of a coupon schedule.
Model-Generated Definition:
A kind of schedule.
Definition: Schedule for regular payment of Coupon Amounts.
Model-Generated Definition:
A kind of coupon schedule and regular schedule. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Formal specification of the Schedule for regular payment of Coupon Amounts.
Model-Generated Definition:
A kind of known date.
Definition: The calendar date when the coupon stub period is scheduled to end.
Model-Generated Definition:
A kind of schedule stub.
Definition: Irregular Coupon Period at the start and / or the end of the Coupon Schedule, which does not fall into the Periodic Date Series.
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition: The Stub Period as a temporal duration.
Model-Generated Definition:
A kind of known date.
Definition: The calendar date when the coupon stub period is scheduled to start.
Model-Generated Definition:
A kind of controlling capacity. A valid occurrence may have the following properties:
Definition: Control conferred on some entity by act of some court, for example in the context of receivership.
Model-Generated Definition:
A kind of formal organization.
Definition: A court of law is a court that hears cases and decides them on the basis of statutes or the common law.
Model-Generated Definition:
A kind of realized variable swap side terms.
Definition: A statistical leg based on covariance. REVIEW: This kmight specify the same kind of thing as Correlation Leg using different mathematics / different legal terms (in which case we need to model it as a different thing even though to the investor it has the same rationale and behavior. The relative movement of one thing to the other over a period of time. So this adds a time base to the Correlation calculation. difference with Correelation: The time base in correlation swap is implicit anyway (it's the duration of the contract. so Covariance is what allows you to explan x% of the vaqriabiltiy of the price of this asset with relation to that asset.
Model-Generated Definition:
A kind of contractual transaction. A valid occurrence satisfies the following necessary condition:
Definition: A transaction covered by some Master Agreement.
Model-Generated Definition:
A kind of warrant. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of credit institution.
Definition: an undertaking whose business is to receive deposits or other repayable funds from the public and to grant credits for its own account as defined by the European Banking Authority (EBA)
Model-Generated Definition:
A kind of contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a contractual agreement in which a debtor receives something of value now and agrees to repay the creditor at some date in the future, in some form (e.g., cash, securities, etc.), generally with interest
Model-Generated Definition:
A kind of contractual commitment.
Definition: Terms relating to an agreement to extend some committed credit facility on the part of a potential lender to a potential borrower.
Model-Generated Definition:
A kind of basket constituent.
Definition: A constituent of the credit basket.
Model-Generated Definition:
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
Definition: These are generally issued by a bank and backed by largely unsecured obligations owed by individuals to the issuer of the card. Definition origin:CESR
Model-Generated Definition:
A kind of committed credit facility tranche.
Definition:
Model-Generated Definition:
A kind of pool of individual debts. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of curve to use.
Definition: This is a working note from ongoing reviews.
Model-Generated Definition:
A kind of credit derivative contract and swap. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The transaction in which one party pay a fee or fees for credit protection and another commits to enter into the contingent transaction if the credit event takes place.
Model-Generated Definition:
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of information product.
Definition: A specific kind of credit evaluation.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: An event which has some bearing on the credit worthiness of the Reference Entity.
Model-Generated Definition:
A kind of notice. A valid occurrence satisfies the following necessary conditions:
Definition: An irrevocable written or verbal notice that describes a credit event that has occurred.
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contractual definition and o t c master agreement element. A valid occurrence satisfies the following necessary condition:
Definition: Terms describing Credit Events and defining what these are for the purposes of this Agreement.
Model-Generated Definition:
A kind of service. A valid occurrence satisfies the following necessary condition:
Definition: A service whereby credit is extended from the service provider to some party i.e. a borrower.
Model-Generated Definition:
A kind of facility. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An option to borrow money. Defines the parameters in which you are able to draw down some amount as a loan, debt finance, or some other financial commitment.
Model-Generated Definition:
A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:
Definition: A formal contract in which a potential lender agrees to lend to a potential borrower under terms stated in this contract.
Model-Generated Definition:
A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A tranche of a credit facility the purpose of which is a kind of Loan.
Model-Generated Definition:
A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of credit facility. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An individual tranche of the Credit Facility. This is the maximal amount of credit that can be extended to the potential borrower for the stated purpose.
Model-Generated Definition:
A kind of market rate. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An index that is a function of credit events. These are Credit events occurring that change the value of an underlying portfolio.
Model-Generated Definition:
A kind of basket constituent. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A constituent of a basket of credit risks, such as that used in a credit index.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A request from a lender to a credit repository to obtain information regarding a prospective borrower's creditworthiness.
Model-Generated Definition:
A kind of classifier.
Definition: A category indicating whether a credit inquiry is a result of a borrower's direct authorization or by some indirect means.
Model-Generated Definition:
A kind of credit institution or investment firm.
Definition: an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account, and to which authorisation has been granted to operate within the European Union and European Economic Area countries (EEA)
Model-Generated Definition:
A kind of financial institution.
Definition: a European financial institution that is a credit institution or an investment firm as defined by the European Banking Authority (EBA)
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in the Credit Institution Register, a repository of credit institutions collected by the European Banking Authority (EBA) as provided by the various national banking authorities for those institutions that qualify
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A textual annotation on a credit report to notify a reviewer of special or exceptional information.
Model-Generated Definition:
A kind of classifier.
Definition: A specific kind of credit message.
Model-Generated Definition:
A kind of security credit status.
Definition: Not defaulted.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The commitment in a Credit Defualt Swap, to protect against specified credit events.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The leg of the swap which represents the credit protection.
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of service provision.
Definition:
Model-Generated Definition:
A kind of rating.
Definition: Some rating which formally describes the credit worthiness of something or someone.
Model-Generated Definition:
A kind of publishing house.
Definition: An entity which publishes Credit Ratings.
Model-Generated Definition:
A kind of publisher. A valid occurrence satisfies the following necessary condition:
Definition: An entity which publishes credit ratings for business entities and / or securities Further notes: This entity also defines the meanings (judgements) represented by each Ratings code as documented in the Credit Rating Scheme. .
Model-Generated Definition:
A kind of scheme.
Definition: The scheme which defines what rating codes exist and what judgements each one represents, as defined by the Rating agency.
Model-Generated Definition:
Definition: REquirements other than data protection, governing what a credit reference agency can or cannot do.
Model-Generated Definition:
A kind of report. A valid occurrence satisfies the following necessary conditions:
Definition: A report describing the credit worthiness and related credit attributes of a borrower. This is typically provided by a credit reporting agency but could be produced by an internal proprietary model as well.
Model-Generated Definition:
A kind of classifier.
Definition: A specific kind of credit report, often available from multiple vendors.
Model-Generated Definition:
A kind of credit evaluation product.
Definition: A specifically branded credit report offered in the market place.
Model-Generated Definition:
A kind of request. A valid occurrence satisfies the following necessary conditions:
Definition: The act of requesting a credit report from a credit reporting provider.
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: The act of responding to a credit report request.
Model-Generated Definition:
A kind of financial service provider.
Definition: an organization that provides credit reports
Model-Generated Definition:
A kind of financial service provider.
Definition: a credit reporting agency that is a clearinghouse for information on the credit rating of individuals or firms
Model-Generated Definition:
A kind of financial risk. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A kind of RiskAssessment that focuses on determining the likelihood of a potential borrower repaying a loan.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A quantitative measure or category that results from a credit evaluation model.
Model-Generated Definition:
A kind of classifier and measure.
Definition: A CreditScore that is a qualitative measure.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: something that is taken into account when determining a CreditScore
Model-Generated Definition:
An occurrence can be recognized when it meets the following condition:
Definition: An algorithm for computing the credit score of e.g. a credit applicant.
Model-Generated Definition:
A kind of classifier.
Definition: A family of credit scoring algorithms sharing common characteristics.
Model-Generated Definition:
A kind of measure. A valid occurrence satisfies the following necessary condition:
Definition: A CreditScore that is a quantitative measure.
Model-Generated Definition:
A kind of claim and owing side. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of yield spread. A valid occurrence satisfies the following necessary conditions:
Definition: In finance, a credit spread is the yield spread, or difference in yield between different securities, due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. Further Notes There are several measures of credit spread, including Z-spread and option-adjusted spread. Old definition (Algo) The spread between the credit rating of something and its maturity. THis is now defined as a different term pending further review with Algorithmics. Update from SMER. difference between risk free price (price of govt bond) and the price of this security. (matches Wikipedia definition above) i.e. price of this credit versus the price of a (near) risk free credit. The latter is a reference security with low risk such as a Treasury Bond. Is this between prices or between yields? can be expressed as either wrt price or yield, and this is detemined by context for different markets. Try and get a list. This is more generic - the meaning is not that it is speciufically wrt yield as such. Debt Price Spread is in context of price, whereas this is more generic.
Model-Generated Definition:
A kind of contract. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of contract counterparty.
Definition:
Model-Generated Definition:
A kind of credit event. A valid occurrence satisfies the following necessary condition:
Definition: Failure of some Credit Support Agreement.
Model-Generated Definition:
A kind of contract principal.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An information product derived from the transaction history of a credit account.
Model-Generated Definition:
A kind of savings association. A valid occurrence satisfies the following necessary condition:
Definition: a not-for-profit financial institution, typically formed by the employees of a company, labor union, or religious group, operated as a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Model-Generated Definition:
A kind of thrift institution.
Definition: a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of credit watch direction.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of credit watch direction.
Definition:
Model-Generated Definition:
Definition: Types of purpose for which a credit facility tranche may be set up or may exist.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party to whom an obligation, such as an amount of money, or good, or performance of some service exists
Model-Generated Definition:
Definition: A selection of types of creditworthiness, such as sub prime. Created for ABS but may be referred to in any instrument or tranche where this is a feature.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of illegal organization.
Definition: An informal grouping formed for the purposes of organized criminal activities
Model-Generated Definition:
A kind of common law.
Definition: The body of law that defines conduct that is not allowed because it is held to threaten, harm or endanger the safety and welfare of people, and that sets out the punishments to be imposed on people who do not obey these laws.
Model-Generated Definition:
A kind of o t c master agreement contractual commitment. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:
Definition: a swap in which the two streams of interest payments are in different currencies
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of preference share. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: medium of exchange value, defined by reference to the geographical location of the authorities responsible for it
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes only currency business days.
Model-Generated Definition:
A kind of schematic code.
Definition:
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of foreign exchange service.
Definition: a foreign exchange service involving the conversion of currency of one country or group of countries for another, typically, but not always, as a counter transaction
Model-Generated Definition:
A kind of quoted exchange rate. A valid occurrence may have the following properties:
Definition: a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate
Model-Generated Definition:
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: the trigraph representing the currency
Model-Generated Definition:
A kind of financial instrument.
Definition: a financial instrument used for the purposes of currency trading
Model-Generated Definition:
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual terms defining when or under what circumstances an currency option is to be exercised.
Model-Generated Definition:
A kind of contractual definition and o t c master agreement element. A valid occurrence may have the following properties:
Definition: Term defining the currency or currencies for payments.
Model-Generated Definition:
A kind of currency spot rate.
Definition: an indicative spot buying market rate as observed by the reporting source
Model-Generated Definition:
A kind of currency spot rate.
Definition: an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source
Model-Generated Definition:
A kind of quoted exchange rate.
Definition: a rate to exchange one currency for another for immediate delivery
Model-Generated Definition:
A kind of currency spot rate.
Definition: an indicative spot selling market rate as observed by the reporting source
Model-Generated Definition:
A kind of fund portfolio investment limitations. A valid occurrence may have the following properties:
Definition: Strategy which is currency based.
Model-Generated Definition:
A kind of i r swap transaction.
Definition: A swap transaction in which the two streams of interest payments are in different currencies.
Model-Generated Definition:
A kind of statistical program.
Definition: a survey conducted on a regular basis that presents analytical information related to businesses and government agencies, in order to provide detailed industry data on employment, hours, and earnings of workers
Model-Generated Definition:
A kind of information. A valid occurrence may have the following properties:
Definition: Information about the status of the equity at a given point in time.
Model-Generated Definition:
A kind of loan to value ratio (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of current value and timed monetary amount.
Definition: Monetary amount at the present time.
Model-Generated Definition:
A kind of ordinary share dividend. A valid occurrence may have the following properties:
Definition: Dividend at the present time.
Model-Generated Definition:
A kind of statistical program. A valid occurrence satisfies the following necessary condition:
Definition: a survey conducted on a regular basis that presents analytical information related to the general population of a given statistical area with respect to labor force, employment, unemployment, persons not in the labor force, hours of work, earnings, and other demographic and labor force characteristics
Model-Generated Definition:
A kind of penalty interest balance applicability.
Definition:
Model-Generated Definition:
A kind of information. A valid occurrence may have the following properties:
Definition: Information about the status of the security at a given point in time.
Model-Generated Definition:
A kind of status and status code value. A valid occurrence satisfies the following necessary condition:
Definition: The status at the present time.
Model-Generated Definition:
A kind of timed value. A valid occurrence satisfies the following necessary condition:
Definition: The value at the current point in time.
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: The ratio of the interest payment amount to the clean price.
Model-Generated Definition:
A kind of penalty interest balance applicability.
Definition:
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The convexity of the curve between any two time-variant parameters.
Model-Generated Definition:
A kind of spread curve.
Definition: This is a working note from ongoing reviews.
Model-Generated Definition:
A kind of registry identifier.
Definition: a 9-character alphanumeric identifier that employs the same 9 characters as CUSIP, but also contains a letter of the alphabet in the first position signifying the issuer's country or geographic region, issued by CUSIP Global Services
Model-Generated Definition:
A kind of transaction counterparty. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of buyer. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a buyer that receives or consumes products (goods or services) and has the ability to choose between different products and suppliers
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a customer
Model-Generated Definition:
A kind of mutual contractual agreement.
Definition: A kind of financial contract.
Model-Generated Definition:
A kind of market rate. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the overall price level of a given rate, calculated as the sum of all values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate divided by the total number of rates collected over the course of a twenty-four (24) hour period for a specific date
Model-Generated Definition:
A kind of call of issue.
Definition:
Model-Generated Definition:
A kind of legal requirement.
Definition: Requirements defining how data about individuals is held. Example is the EU DA directive and laws, which make the data the property of the individual that data is about. Covers - what information i sheld - who information can be divulged to. - the individual's rights in respect of that information Privacy regulations cover most of this. EU defines "Personal Data" and "Sensitive Personal Data". For credit reference agencies the latter would be covered. More detail about whether they can divulge facts which are not subject to formal judgements etc.
Model-Generated Definition:
Definition: a calendar day on some calendar
Model-Generated Definition:
A kind of instant. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of Point In Time. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of date determination.
Definition:
Model-Generated Definition:
A kind of date time description. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of instant determination. A valid occurrence satisfies the following necessary condition:
Definition: The determination or adjustment of some date according to some rule.
Model-Generated Definition:
A kind of date determination.
Definition:
Model-Generated Definition:
A kind of date determination.
Definition:
Model-Generated Definition:
A kind of rule. A valid occurrence satisfies the following necessary condition:
Definition: A rule for determining a date or for making adjustments from a date determined by some means, to return another date, for example adjusting from a non working to a working date.
Model-Generated Definition:
A kind of contract terms set. A valid occurrence satisfies the following necessary conditions:
Definition: Terms setting out how to determine dates in the future.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The agent which determines or is to determine the Determined Date.
Model-Generated Definition:
A kind of time interval. A valid occurrence may have the following properties:
Definition: a time span over one or more calendar days, defined by at least two of three properties: (1) a start date, (2) an end date, and (3) a date period (duration); if more than one of these properties is missing, the DatePeriod is invalid
Model-Generated Definition:
A kind of interval. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of rule-determined date. A valid occurrence may have the following properties:
Definition: a rule-determined date that is a published rule for defining the date returned by settlement date
Model-Generated Definition:
A kind of ISDA rule determined date. A valid occurrence may have the following properties:
Definition: an ISDA rule-determined date that is a published rule for defining the date returned by settlement date
Model-Generated Definition:
A kind of ISDA rule determined date. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of ISDA rule determined date. A valid occurrence may have the following properties:
Definition: an ISDA rule-determined date that is a published rule for defining the date returned by trading date
Model-Generated Definition:
A kind of ISDA rule determined date. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of rule-determined date. A valid occurrence may have the following properties:
Definition: a rule-determined date that is a published rule for defining the date returned by trading date
Model-Generated Definition:
A kind of date determination reference rule and rule. A valid occurrence may have the following properties:
Definition: A rule to apply when a date returned by some date specification or parametric schedule specification results in a non working day.
Model-Generated Definition:
A kind of instant specification.
Definition: The specification of a Specified Date.
Model-Generated Definition:
A kind of date determination.
Definition:
Model-Generated Definition:
Definition: a combination of a date and a time, without a time zone
Model-Generated Definition:
A kind of temporal entity description. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition: a combination of a date, a time, and a time zone
Model-Generated Definition:
A kind of balance and timed parameter. A valid occurrence may have the following properties:
Definition: A balance at a point in time in the past, present or future.
Model-Generated Definition:
A kind of timed duration specification.
Definition:
Model-Generated Definition:
A kind of timed monetary amount.
Definition:
Model-Generated Definition:
A kind of past value. A valid occurrence may have the following properties:
Definition: A value at a given time and date. The value of a dated parameter, at a stated point in the past, present or future.
Model-Generated Definition:
A kind of timed percentage.
Definition:
Model-Generated Definition:
A kind of method.
Definition: The selection of possible directions in which to roll dates in a Date Roll Rule or in a Modify Convention Roll Rule.
Model-Generated Definition:
A kind of Temporal Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition: The convention used to calculate the number of days in an interest payment period.
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a specific, recurring day of the month
Model-Generated Definition:
A kind of business recurrence interval.
Definition: a business recurrence interval that indicates a specific, recurring day of the month
Model-Generated Definition:
A kind of business recurrence interval.
Definition: a business recurrence interval that indicates a specific, recurring day of the week
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a specific, recurring day of the week
Model-Generated Definition:
Definition: The type of day specified when stating some duration as a number of days between two dates.
Model-Generated Definition:
A kind of business recurrence interval convention and expression.
Definition: a business recurrence interval convention that is used to calculate the number of days in an interest payment, which applies to the amount of accrued interest or the present value for debt instruments
Model-Generated Definition:
A kind of controlling capacity.
Definition: control that is understood, due to condition or situation treated as standard or official, even if not explicitly stated (or actually standardized)
Model-Generated Definition:
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A party which exercises some control over an entity other than via some constitutional instrument such as shares.
Model-Generated Definition:
A kind of controlling capacity and legal construct.
Definition: control that is formalized in law, or codified in some legal instrument
Model-Generated Definition:
A kind of de jure control.
Definition: controlling interest that is formalized by some formal legal construct
Model-Generated Definition:
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
Definition: An entity that may exercise de jure controlling interest
Model-Generated Definition:
A kind of bond. A valid occurrence may have the following properties:
Definition: A type of debt instrument that is not secured by physical asset or collateral. Debentures are backed only by the general creditworthiness and reputation of the issuer. Both corporations and governments frequently issue this type of bond in order to secure capital. Like other types of bonds, debentures are documented in an indenture.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence may have the following properties:
Definition: Terms, if any, by which a Debenture is secured. This is a description of the properties by which it is secured, being those not otherwise pledged.
Model-Generated Definition:
A kind of commitment. A valid occurrence satisfies the following necessary conditions:
Definition: an obligation to pay something, such as an amount of money, good, service, or instrument
Model-Generated Definition:
A kind of commitment. A valid occurrence satisfies the following necessary conditions:
Definition: A sum of money owed by one party to another party.
Model-Generated Definition:
A kind of american exercise convention. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of simple return stream. A valid occurrence satisfies the following necessary condition:
Definition: A leg which embodies the interest payments on a debt instrument which is the reference asset for a Swap.
Model-Generated Definition:
A kind of bermuda exercise convention. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of principal repayment terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of r e a claim.
Definition:
Model-Generated Definition:
A kind of collateral. A valid occurrence satisfies the following necessary condition:
Definition: Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of conversion terms and tradable debt security redemption terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual specifications when a Convertible Bond can be converted to another security (usually of the same issuer).
Model-Generated Definition:
A kind of curve convexity. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The second derivative of a security's price with respect to its yield, divided by the security's price. A security exhibits positive convexity when its price rises more for a downward move in its yield than its price declines for an equal upward move in its yield. Further notes: A measure of the change in price for a given change in Modified Duration. This always (necessarily) refers to Modified Duration. This is used as another risk measurement. Numerator is always (a) duration - either MacCaulays or Modified. Always rate of change of (one of the) Duration against some other parameter. The other paramater can be characterised as a Yield (it may be the Price, but that has a relationship to the Yield in any case). REVIEW: Inconsistency in the above - is it always necessarily Modified Duration that is referred to, or "any" Duration measure (Macaulays and.or Modified)? notes 9 Dec A measure of the sensitivity of the price with reference to interest rates. This is normally determined with reference to maturity, but since there are different maturity dates, this figure gives an estimate of the equitvalent if you had a homogenous portfolio, i.e. this is an estimate based on a pure equivalent, homogenous portfolio. Convexity of instrument versus portfolio. Sees instrument in terms of the set of cashflows. The term Convexity can be applied either to a bond or to a portfolio. More notes: When you get Convexit in MD, it will tell you what Duration it is refrfering to, along with Redemption Date (logically). Also if there is Option Adjusted Yield, there is a third set of analytics. What are they? i.e. OA Convexity, Duration Yield and the rest. Conclusions: Agreed to revisit this in OTC.
Model-Generated Definition:
A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of european exercise convention. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of debt, debt, and relationship context. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Funds loaned or extended from one party to another for some purpose. Further notes: This is a loan or a debt security principal amount. This term is distinguished from "Debt" or "Credit" in that the latter are balances at a point in time; however it is also referred to as debt for example in debt securities, since a loaned or securitized amount constitutes a debt when it is advanced (and ceases to constitute a debt when it is paid off). As such, this usually has interest payable and may have collateral. In Islamic products there is no interest. This may be a loan (realized as a draw-down on a credit facillity) or it may be a debt set up as part of the issuance of a debt security.
Model-Generated Definition:
A kind of contract guarantor.
Definition: Some party which insures lenders against loss due to a borrower's default, death, disability, or bankruptcy.
Model-Generated Definition:
A kind of debt published point in time price and derived price. A valid occurrence satisfies the following necessary condition:
Definition: "Evaluated Price" is the price you get from the vendors.
Model-Generated Definition:
A kind of credit agreement, financial instrument, and written contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary conditions:
Definition: Parameter describing some aspect of the behaviour of a debt instrument, that may vary over time.
Model-Generated Definition:
A kind of issued security issue information. A valid occurrence may have the following properties:
Definition: Information about the Issuance of a Debt Security, which is maintained throughout the life of the Security.
Model-Generated Definition:
A kind of debt pool analytical parameter.
Definition: A measure of some aspect of the behaviour or a pool of securitized debt i.e. a pool of debt instruments. Futher Notes: Nothing defined under this yet. We have analytics for pools of individual debt products (mortgages, loans, auto loans), but not the equivalent sorts of terms implied for a securitixed debt pool. Presumably these would be aggregate terms similar or equivalent to analytics for debt instruments, such as yield, average live, convixity and so on. As such these would be similar to porfolio analytics (not modeled).
Model-Generated Definition:
A kind of market rate.
Definition: The interest rate of some debt instrument which is referred to in calculations of some sort.
Model-Generated Definition:
A kind of yield. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The return on the debt instrument at the stated price.
Model-Generated Definition:
A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Information specific to the Issuance of a Debt security.
Model-Generated Definition:
A kind of issuance program (please review). A valid occurrence satisfies the following necessary condition:
Definition: A series of debt security issuances over time.
Model-Generated Definition:
A kind of purpose.
Definition: Purpose for the Issuance of a Debt Security. Also defines processes to be followed in some instances.
Model-Generated Definition:
A kind of security final prospectus.
Definition: The prospectus for the debt issue, describing the terms of the issue and each of the instruments included in the debt issue. Term origin:SMER
Model-Generated Definition:
A kind of security underwriter (please review).
Definition:
Model-Generated Definition:
A kind of debt price spread. A valid occurrence satisfies the following necessary conditions:
Definition: The spread between a Bid Price and an Offer Price.
Model-Generated Definition:
A kind of asset underlier. A valid occurrence satisfies the following necessary condition:
Definition: The instrument which is defined as the Reference Asset for this leg. This is the instrument the interest cashflows of which become payable under this leg of the Swap.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An Issue of one or more debt securities, as all or part of an Offering of securities to the market.
Model-Generated Definition:
A kind of securities offering. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an offering of one or more debt instruments for sale
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of pool analytical parameter.
Definition: A measure of some aspect of some pool of debt, such as a pool of loans or a pool of securitized debt products.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of price spread. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The difference between the [what?] of a security and the fair price value of a different security which is used as a point of reference. The spread is used to determine the price of the instrument. (draft definition)
Model-Generated Definition:
A kind of debt security price and traded security published price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A debt price, usually in the form of a spread, published by a data provider at some point in time such as the end of the trading day.
Model-Generated Definition:
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a debt security or securities. It is set up by a company or a group of companies to create instruments that are off the company's balance sheet.
Model-Generated Definition:
A kind of securities issuance.
Definition: SPV set up to issue debt instruments such as for structured finance.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An actor which has the role of Market Maker in a given market.
Model-Generated Definition:
A kind of debt security quote price.
Definition: A price quoted for purchase of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Model-Generated Definition:
A kind of underlying security delivery.
Definition:
Model-Generated Definition:
A kind of timed parameter.
Definition: The amount of interest paid out on a debt security at a given point in time.
Model-Generated Definition:
A kind of interest payment terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Terms defining the interest or Coupon to be paid on a security.
Model-Generated Definition:
A kind of debt security quote price.
Definition: A price quoted for sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Model-Generated Definition:
A kind of security price. A valid occurrence may have the following properties:
Definition: The price of a Debt Instrument at some point in time.
Model-Generated Definition:
A kind of debt security price and traded security published price.
Definition: A price quoted for purchase or sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.
Model-Generated Definition:
A kind of claim, liability, and owing side. A valid occurrence satisfies the following necessary conditions:
Definition: Money which is owed by one party (the Debtor) to another party (the Creditor) at some point in time, as seen from the perspective of the Debtor.
Model-Generated Definition:
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
Definition: A stake held in a fund by way of a Bond Unit.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence may have the following properties:
Definition: contract terms that specify the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other
Model-Generated Definition:
A kind of contract terms set.
Definition: Terms setting out the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: The yield achieved by substituting a bond's average life for the issue's final maturity date.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: The yield achieved by substituting a bond's equivalent life for the issue's final maturity date.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: The internal rate of return an investor would achieve if he or she purchased that bond at its current dirty price, and held it to maturity, assuming all coupon and principal payments are received as scheduled.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: The yield of a bond to the next possible call date.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: Yield to the worst case of when the instrument might be called.
Model-Generated Definition:
A kind of party in role. A valid occurrence may have the following properties:
Definition: a party that owes a debt
Model-Generated Definition:
Definition: A relative value of a debt instrument at some point in time. This is exhaustively either par value, a discount or a premium.
Model-Generated Definition:
A kind of equity price quotation method.
Definition: The price is quoted in decimal
Model-Generated Definition:
A kind of written communication.
Definition: Some formal communication in which some party makes a statement to the reader or the world at large about some fact or occurrence.
Model-Generated Definition:
A kind of voting shareholding company. A valid occurrence satisfies the following necessary condition:
Definition: A party which is deemed to be a "Parent" for some purpose, as defined by some specific ownership threshold other than that defined for Parent i.e. other than 50% + 1 voting share.
Model-Generated Definition:
A kind of controlled company. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:
Definition: Obligation in respect of defaults in the performance of any payment obligation.
Model-Generated Definition:
Definition: (1) Default amount (2) Property Sale (3) Loss amount (4) Recoveries (5) Professional Negligence
Model-Generated Definition:
A kind of loan pool analytic. A valid occurrence may have the following properties:
Definition: The rate at which holders of loans in the pool default on those loans.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of disbursed loan. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of option payout commitment.
Definition: A commitment which is only made when certain defined conditions are met. Further notes: Like all contractual commitments, the details of the commitment (and in this case, the conditions) are defined in the corresponding Contractual Terms. These set out what the commitment is and what the conditions are under which it is to be met. Term introduced in order to support digital and other exotic options. Note this is similar to but distinct from commitments where the specific nature of the commitment (typically a cashflow) is defined by resolving some mathematical formula i.e. where the commitment to do something is not conditional but the precise monetary amounts (payment, settlement) are.
Model-Generated Definition:
A kind of reference. A valid occurrence may have the following properties:
Definition: the degree of control one entity has over another
Model-Generated Definition:
A kind of legal capacity.
Definition: institutionalized and legal power inherent in a particular job, function, or position that is meant to enable its holder to successfully carry out his or her responsibilities, where such power has been delegated through some formal means
Model-Generated Definition:
A kind of borrower ongoing dated facts (please review). A valid occurrence satisfies the following necessary condition:
Definition: Facts about the borroewr in the event of some delinquency.
Model-Generated Definition:
A kind of disbursed loan. A valid occurrence may have the following properties:
Definition: A loan which is an active loan (in Repayment phase), which is in default.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of delivery terms and payment obligation.
Definition: commitment to deliver cash at the earliest available date as per settlement convention
Model-Generated Definition:
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
Definition: An asset which is to be delivered as settlement of a CDS deal.
Model-Generated Definition:
Definition: The party which is obligated to purchase the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER
Model-Generated Definition:
Definition: The party which is obligated to sell the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER
Model-Generated Definition:
A kind of underlier.
Definition: The Underlying of a Derivatives Contract, which may also be delivered on exercise or expiry of that contract.
Model-Generated Definition:
A kind of method.
Definition: The means or process used in delivering something.
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:
Definition: Obligation to make deliveries on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.
Model-Generated Definition:
A kind of supply transaction terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of derivative transaction terms and settlement terms.
Definition:
Model-Generated Definition:
A kind of options greek.
Definition: First derivative of option value with respect to theoretical price is a delta (or on a position). Theoretical price
Model-Generated Definition:
A kind of banking product and investment or deposit account. A valid occurrence satisfies the following necessary conditions:
Definition: an account that provides a record of money placed with a depository institution for safekeeping and management
Model-Generated Definition:
A kind of Bank.
Definition: A bank which is set up and authorized to issue Depositary Receipts.
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The party which is the issuer of a Depository Receipt in some jurisdiciton.
Model-Generated Definition:
A kind of financial institution.
Definition: any financial institution engaged in the business of receiving deposits from the public or other institutions, other than trust funds
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contract party and contractual transaction party. A valid occurrence satisfies the following necessary conditions:
Definition: a party to a derivative instrument
Model-Generated Definition:
A kind of contractual economic agreement, economic contract, and financial instrument. A valid occurrence satisfies the following necessary conditions:
Definition: a financial instrument that confers on its owners certain rights or obligations, whose value is derived from one or more underlying assets
Model-Generated Definition:
A kind of financial instrument analytical parameter and spread.
Definition:
Model-Generated Definition:
A kind of contractual commitment.
Definition: the contract terms for a derivative transaction, covering payment or delivery by either party to the other
Model-Generated Definition:
Definition: A party which is party to the transaction between entities which are not on the Derivatives Exchange. The Broker is then also a member of the Exchange (see Trading PArticipant), and in this context is the one who carries out the deals on the exchange, and who settles his margin daily. These may poarticipate in the OTC market also, where they just get a fee for introdiucing them. In formal exchanges, the Broker is doing th edeal, and the fact that the deal is passed on to others is a separate transaction, which they are also party to.
Model-Generated Definition:
A kind of derivatives listing.
Definition: The service... This is correect - this role applies the same to Futures and Options contracts on derivatives exchanges. This is always on a Futures Exchange. There are similar terms / facilities for options traded on a Stock Exchange. Also American v European by implication of the nature of the underlying i.e. whether it's a stock or a futures contract.
Model-Generated Definition:
A kind of valuation time type.
Definition:
Model-Generated Definition:
A kind of derivatives delivery type.
Definition: Cash settlement involves paying the difference between the futures price and the spot price of the underlying asset
Model-Generated Definition:
A kind of derivatives delivery type.
Definition: Delivery means physically delivering the underlying asset on the agreed date. Term in an options or futures contract which requires the actual underlying asset to be delivered upon the specified delivery date, rather than being traded out with offsetting contracts.
Model-Generated Definition:
A kind of derivatives delivery type.
Definition: Squaring off means taking a position opposite your initial one. For example, you square off the purchase of a gold futures contract by selling the identical contract.
Model-Generated Definition:
A kind of delivery method.
Definition: Type of delivery for a traded futures or options contract; the way in which a contract is settled in the event of expiry or exercise.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Exchange where futures contracts and options on futures contracts are traded.
Model-Generated Definition:
A kind of marketplace service. A valid occurrence may have the following properties:
Definition: A listing of an instrument on a derivatives exchange. The listing is a product of the individual exchange.
Model-Generated Definition:
A kind of method and price determination method.
Definition: Method by which prices are arrived at for derivatives securities (futures or options).
Model-Generated Definition:
A kind of debt security price.
Definition: Any price which is derived from some other source or calculation rather than being the price at which something actually traded or was quoted.
Model-Generated Definition:
A kind of quantity kind. A valid occurrence satisfies the following necessary condition:
Definition: a quantity kind, in a system of quantities, that is not a base quantity of the system but may be defined in terms of base quantities of the system
Model-Generated Definition:
A kind of measurement unit. A valid occurrence satisfies the following necessary condition:
Definition: a measurement unit for a derived quantity
Model-Generated Definition:
Definition: End that is a state or target that an autonomous agent intends to maintain or sustain Editorial Note: Original definition from BMM, which is too narrow (defined only in context of business) states: "end that is a state or target that the enterprise intends to maintain or sustain" Definition Adapted From: BMM
Model-Generated Definition:
A kind of date and determined temporal thing.
Definition: Date determined by some means or method at some time in the future, such as by applying roll rules to a business calendar.
Model-Generated Definition:
A kind of determined temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:
Definition: a quantity by which amounts differ; the remainder left after subtraction of one value from another
Model-Generated Definition:
A kind of comparison.
Definition: The difference between two numerical parameters.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of expenditure.
Definition: Cost of Sales
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of debt security price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of transaction business event. A valid occurrence satisfies the following necessary conditions:
Definition: The event in which the
Model-Generated Definition:
A kind of consumer credit requirement (please review).
Definition: Requirement for disclosure to borrowers or potential borrowers. There are two kinds of disclosure requirement: 1. Disclosure about the information held on the borrower 2. Disclsure about the product.
Model-Generated Definition:
A kind of curve to use.
Definition: This is a working note from ongoing reviews.
Model-Generated Definition:
A kind of DebtRelativeValueSelection.
Definition: A discount to the face (or par) value i.e. a value which is less than the par value of the instrument.
Model-Generated Definition:
A kind of commercial paper. A valid occurrence satisfies the following necessary condition:
Definition: A Discounted CP is similar to a Treasury Bill except the maturity is 270 days or less. Therefore (draft definition): A Money Market instrument (short term debt instrument) issued by a corporation for the purposes of raising funds. This is tradable and accretes interest i.e. it is a Discounted Instrument. It has a maturity of 270 days or less.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of debt instrument yield.
Definition: Yield quoted for a discount instrument. This is the ratio of the discount to the face value, divided by the period to maturity as a fraction of a year.
Model-Generated Definition:
A kind of Measured Value.
Definition:
Model-Generated Definition:
A kind of physical item.
Definition: Some physical item with well defined physical extent.
Model-Generated Definition:
A kind of realized variable leg. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of realized variable swap side terms.
Definition: Either leg of a Dispersion Swap. This is a structure defining one or other underlying component of a Dispersion Swap.
Model-Generated Definition:
A kind of swap.
Definition:
Model-Generated Definition:
A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:
Definition: The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set of constituents of that index.
Model-Generated Definition:
A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:
Definition: The side of a dispersion swap which has a particular index as its underlying. Further notes: This is a leg of a dispersion swap, which is defined by the index itself. This may be set against the other leg which is made up of a defined part of that index. Review comment: aren't really legs.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of right.
Definition: The right to dispose of a thing as one sees fit
Model-Generated Definition:
A kind of geopolitical territory.
Definition:
Model-Generated Definition:
A kind of obligation credit event.
Definition: The fact that the rating of the reference obligation is downgraded to a distressed rating level. Further notes: From a usage standpoint, this credit event is typically not applicable in case of RMBS trades. A credit event. FpML full definition: 'A credit event. Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.'
Model-Generated Definition:
A kind of fund share class unit. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of dividends distribution method.
Definition: Distribution by payment of a monetary amount.
Model-Generated Definition:
A kind of dividends distribution method.
Definition: Distribution by reinvestment in the same equity or fund.
Model-Generated Definition:
A kind of dividends distribution method.
Definition: Pay by Security
Model-Generated Definition:
A kind of method.
Definition: The means by which monies or benefits accruing from the possession of something are distributed to the holders of that thing.
Model-Generated Definition:
A kind of date period.
Definition: A period used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.
Model-Generated Definition:
Definition: Conditions governing the payment of dividends to the receiver of the equity forward.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A part of a Dividend Leg, which is the dividend period and the terms relating to this.
Model-Generated Definition:
Definition: A dividend payment period.
Model-Generated Definition:
A kind of simple return stream. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The Floating Payment Leg of a Dividend Swap. Swap dividend payment rates. Earlier notes this behaves very like a variance swap but instead of betting in pure variance you take a bet on dividend. What practically in one of these: The difference between th ereal life dividend and the one you think it should be. so I say it should bte 2% over the next 10 years, so I swap 2% for the actual dividend amount So then there is one single payment at the end which nets these up. So in the above example ... they are usually 3 month or 6 month contracts, so if for instance th edividend if quarterly, there might be 2 dividends where the difference is netted up at the end.for example. (Us 1/4ly usually , Eur 6 months). Depends on the company's articles of association etc. e.g. Unilever is 6 mo)/ Structurally, Div Swap corr Swap and Var Swap are structured similarly, with one strike at the beginning. Strike may be expressed in terms of the (price) variance (the variance of the returns) , the correlation between typically 2 underlyers. or the dividend for each of these three types of swap respectively. 17 march Dividend is a flow based on a share, so is this not the same as a Return Swap in that the dividend is the return on the dividend? Also recall that with stocks themselves, there is no comitment by the issuer to pay the dividends. FpML: 'Dividend leg.'; 'Floating Payment Leg of a Dividend Swap.'
Model-Generated Definition:
A kind of company equity terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of distribution method.
Definition: The method by which amounts owing to a holder of an equity or a fund, are distributed, e.g. by payment of a monetary amount or by reinvestment in the same company or fund.
Model-Generated Definition:
A kind of organizational sub unit.
Definition: a part of a company, such as a line of business, that may have separate accounting or reporting requirements
Model-Generated Definition:
A kind of written information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An information deliverable created in the course of some business process, and with some lifecycle independent of its use to communicate the information therein.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: something, such as a recording or a photograph, or a writing that can be used to furnish evidence or information
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
Definition: Information about a document which is not in the document.
Model-Generated Definition:
A kind of status.
Definition: Type or status of a document, specifically Draft or final. Not the same as versioning of a revision-controlled formal document.
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: Bonds issued and traded in the country to which the debt and currency apply.
Model-Generated Definition:
A kind of total controlling interest company.
Definition: an organization that is recognized as the ultimate parent of a given company within the country or jurisdiction of incorporation; this relationship may or may not be present, i.e. in the case of a company that has no parent
Model-Generated Definition:
A kind of Direction.
Definition:
Model-Generated Definition:
A kind of written contract.
Definition: A draft is a legally binding order by one party (the drawer) to a second party (the drawee) to make payment to a third party (the payee). A simple example is a bank check -which is simply an order directing a bank to pay a third party. The three parties don't have to be distinct. For example, someone might write himself a check as a simple means of transferring funds from one bank account to another. In this case, the drawer and payee are the same person. When a draft guarantees payment for goods in international trade, it is called a bill of exchange. A draft can require immediate payment by the second party to the third upon presentation of the draft. This is called a sight draft. Checks are sight drafts. In trade, drafts often are for deferred payment. An importer might write a draft promising payment to an exporter for delivery of goods with payment to occur 60 days after the goods are delivered. Such drafts are called time drafts. They are said to mature on the payment date. In this example, the importer is both the drawer and the drawee. Definition source: riskglossary.com
Model-Generated Definition:
A kind of draft document. A valid occurrence satisfies the following necessary condition:
Definition: A document which, once agreed to be such by some parties, may become a contract between those parties. Term origin:SR Modeling
Model-Generated Definition:
A kind of document. A valid occurrence satisfies the following necessary conditions:
Definition: A document which is self identified as being a draft for a later formal iteration of this same document as a formal document, formal contract or other formal document.
Model-Generated Definition:
A kind of written information.
Definition: A section or component of a document that is in draft; this is later to to be a part of a formal document. Ahead of formal release of that document this part may be originated, reviewed or managed as a separate information deliverable.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of identity document.
Definition: an official document which states that a person may operate a motorized vehicle, such as a motorcycle, car, truck or a bus, on a public roadway
Model-Generated Definition:
Definition: A length of time, whether known or unknown
Model-Generated Definition:
A kind of time interval. A valid occurrence may have the following properties:
Definition: an interval of time of some specific length
Model-Generated Definition:
A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
Definition: Weighted average time to receipt of all the payments.
Model-Generated Definition:
A kind of temporal measure. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The description of a Duration in terms of numbers of days, hours, years etc.
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of duration description. A valid occurrence satisfies the following necessary condition:
Definition: Duration Description for Durations that are denominated in Days, Months and Years only (these may be calendar days or business days).
Model-Generated Definition:
A kind of temporal measure determination.
Definition:
Model-Generated Definition:
A kind of duration determination.
Definition:
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of legal construct.
Definition: some obligation which exists and is imposed on some individual
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating how many dwellings some property has
Model-Generated Definition:
A kind of classifier.
Definition: A category indicating how many dwellings some property has.
Model-Generated Definition:
A kind of industry model convention.
Definition:
Model-Generated Definition:
A kind of security price. A valid occurrence satisfies the following necessary condition:
Definition: The amount that is paid for an option. That's for the whole contract. Units: The premium is a monetary amount; the rate is a percentage.
Model-Generated Definition:
A kind of option writer commitment.
Definition: The commitment to exercise the option ahead of the expiry date under given conditions as laid out in the Barrier Feature terms of the Option contract.
Model-Generated Definition:
A kind of agency determined date.
Definition:
Model-Generated Definition:
A kind of date determining agent. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:
Definition: Some Commitment which forms part of the subject of some Transaction, being an undertaking by one or other of the parties to the transaction, extended to the other party to that same transaction.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A contract relating to and governing an economic transaction between two parties.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
Definition: Terms underlying the contract for a transaction.
Model-Generated Definition:
A kind of statistical measure. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a statistical measure of some economic activity in the context of a statistical area (region), used for analysis of economic performance and predictions of future performance
Model-Generated Definition:
A kind of statistical information publisher. A valid occurrence satisfies the following necessary conditions:
Definition: a statistical information publisher that publishes economic news, including economic indicators
Model-Generated Definition:
A kind of publication. A valid occurrence satisfies the following necessary condition:
Definition: published statistical information that is about economic indicators and possibly other economic news
Model-Generated Definition:
A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of market parameter timed value (please review).
Definition:
Model-Generated Definition:
A kind of geopolitical group.
Definition:
Model-Generated Definition:
A kind of Reference Material. A valid occurrence satisfies the following necessary conditions:
Definition: Anything that can bought sold or exchanged.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Some exchange of some items of economic value between two parties (economic agents).
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: a corporation chartered by the Federal Reserve to engage in international banking and financial operations
Model-Generated Definition:
A kind of duration analytic.
Definition:
Model-Generated Definition:
A kind of debt instrument yield.
Definition:
Model-Generated Definition:
A kind of energy commodity.
Definition: Electricity as a commodity.
Model-Generated Definition:
A kind of financial service.
Definition: a service involving any transfer of funds other than a transaction involving a paper instrument, that is initiated through an electronic terminal, telephone, or computer and that orders or authorizes a financial institution to debit or credit an account
Model-Generated Definition:
A kind of derivatives price determination method.
Definition: Other price determination method. More information required.
Model-Generated Definition:
A kind of virtual address.
Definition: a virtual address for communication via email
Model-Generated Definition:
A kind of minor.
Definition: a minor who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account outside the control of a parent or guardian
Model-Generated Definition:
A kind of civilian labor force.
Definition: a subset of the civilian labor force considered to be employed during the reporting period
Model-Generated Definition:
A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:
Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to businesses, and is, for the most part, seasonally adjusted
Model-Generated Definition:
A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:
Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to households, and is, for the most part, seasonally adjusted
Model-Generated Definition:
A kind of current employment statistics and current population survey.
Definition: a survey conducted on a regular basis that presents analytical information focused on the employment characteristics of a given statistical area
Model-Generated Definition:
Definition: Possible employment statuses for adult human beings.
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing the ratio of the employed population with respect to the overall civilian non-institutional population of a given economy for some specified period
Model-Generated Definition:
A kind of security price.
Definition:
Model-Generated Definition:
A kind of business recurrence interval.
Definition: a business recurrence interval that indicates the last day of a calendar month, regardless of the length of that month
Model-Generated Definition:
A kind of market rate. A valid occurrence satisfies the following necessary condition:
Definition: a measure of the price level (value) of a given market rate of the end of the business day for a specific date
Model-Generated Definition:
A kind of Multi Dimensional Property.
Definition:
Model-Generated Definition:
A kind of negotiable commodity.
Definition: A commodity which relates to the provision or distribution of energy.
Model-Generated Definition:
A kind of energy physical delivery.
Definition: Financial Transmission Rights.
Model-Generated Definition:
A kind of commodity physical delivery.
Definition: Delivery of oil, gas and electricity.
Model-Generated Definition:
A kind of energy commodity.
Definition: Rights to the transmission of power across an electricity distribution network.
Model-Generated Definition:
A kind of functional business entity and institutional unit. A valid occurrence satisfies the following necessary conditions:
Definition: a functional business entity that produces and/or sells goods or services
Model-Generated Definition:
A kind of statistical universe. A valid occurrence satisfies the following necessary condition:
Definition: a statistical universe consisting of enterprises designed for the purposes of supporting surveys such as those used as the basis for employment and producer price indices
Model-Generated Definition:
A kind of call of issue.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of derivative instrument.
Definition: a financial instrument that provides the holder the privilege to subscribe to or to receive specific assets on terms specified
Model-Generated Definition:
A kind of derivative instrument and security. A valid occurrence may have the following properties:
Definition: A security giving the holder of that security the entitlement to purchase or sell back to the issuer new securities or some other commodity or instrument at a predetermined price.
Model-Generated Definition:
A kind of controlling party. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Some party which is able to direct the activities of some business entity.
Model-Generated Definition:
A kind of credit event. A valid occurrence satisfies the following necessary condition:
Definition: Some Credit Event which is defined with reference to the Reference Entity.
Model-Generated Definition:
A kind of owner. A valid occurrence satisfies the following necessary conditions:
Definition: a party that has some ownership interest in some entity
Model-Generated Definition:
A kind of ownership. A valid occurrence satisfies the following necessary condition:
Definition: the context of ownership by some party of an interest in some formal organization
Model-Generated Definition:
A kind of borrower right (please review).
Definition: The right to equal treatment under the law.
Model-Generated Definition:
A kind of basket Of indices constituent.
Definition: An index which makes up a part of a Basket.
Model-Generated Definition:
A kind of securities basket constituent. A valid occurrence may have the following properties:
Definition: A security which makes up a part of the Basket.
Model-Generated Definition:
A kind of mixed basket. A valid occurrence satisfies the following necessary condition:
Definition: A basket which has a mix of constituents which are shares and equity indices.
Model-Generated Definition:
A kind of basket of securities. A valid occurrence satisfies the following necessary condition:
Definition: A basket of securities consisting only of equities securities (publicly issued and traded shares).
Model-Generated Definition:
A kind of financial instrument analytical parameter and price analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Analytics about prices, as determined by markets, exchanges or data providers.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the value of an ownership interest in property, including shareholders equity in a business
Model-Generated Definition:
A kind of contract terms set.
Definition: Terms setting out the apportionment of equity in some formal business organization.
Model-Generated Definition:
A kind of security holding. A valid occurrence may have the following properties:
Definition: The holding of equity securities in a portfolio.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Any basket of equity consituents. This may be a basket of shares, of equity indices or a basket which is mixture of both.
Model-Generated Definition:
A kind of equity observable.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An annex to an Equities Basket Option, setting out in detail the composition of the Basket.
Model-Generated Definition:
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of r e a claim.
Definition: Needs to be unpicked Equity represents ownership in some venture. You own a piece of the assets of the venture, which gives you a claim on those assets. there is parallel to the discharging of obligations and rights in a transaction, in there here, the obligation/right continues to exist until or unless the venture is wound up.
Model-Generated Definition:
A kind of company equity terms and conversion terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual specifications when an Equity security can be converted to another security (usually of the same issuer).
Model-Generated Definition:
A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:
Definition: no definition FpML (unusable): A correlation swap.
Model-Generated Definition:
A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of equity derivative contract and swap. A valid occurrence satisfies the following necessary condition:
Definition: No definition FpML: Specifies the structure of the dividend swap transaction supplement.
Model-Generated Definition:
A kind of share price. A valid occurrence may have the following properties:
Definition: A price determined by and published by an exchange, based on some parameters applied to actual prices of trades or offers on that exchange during the present day or to the present time. Question: do the ECNs have all these as well? Note that some of these kinds of price (e.g. High Low), may also exist for the Market as a whole - these are a separate meaning.
Model-Generated Definition:
A kind of forward contract buyer.
Definition: The party that buys this forwward contract, that is the party which pays for this instrument and receives the rights defined by it.
Model-Generated Definition:
A kind of forward cash settlement terms set. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of equity derivative contract and forward contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Definition needed
Model-Generated Definition:
A kind of forward delivery commitment.
Definition: The commitment to deliver an equity underlying at the maturity of an OTC Equity Forward contract.
Model-Generated Definition:
A kind of forward contract seller.
Definition: The party that sells or writes this forward instrument, that is the party which grants the rights defined by this instrument and in return receives a payment for it.
Model-Generated Definition:
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A transaction in which one party commits at the present to delivery of an equity security or securities or cash equivalent in the future.
Model-Generated Definition:
A kind of fund. A valid occurrence satisfies the following necessary condition:
Definition: A fund which invests in at least 85% shares.
Model-Generated Definition:
A kind of equity derivative contract and financial future. A valid occurrence may have the following properties:
Definition: A Futures instrument which is based on an equity security or securities, specifically a publicly issued and traded share.
Model-Generated Definition:
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
Definition: A share which is the underlying of an Equities Future contract.
Model-Generated Definition:
A kind of financial future standardized terms set. A valid occurrence may have the following properties:
Definition: A set of standard terms for equity futures contracts, as set out by the derivatives exchange. Equity Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of reference index constituent.
Definition: A constituent of the Equity Index.
Model-Generated Definition:
A kind of equity observable.
Definition:
Model-Generated Definition:
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An option in which the underlyer is an equity index.
Model-Generated Definition:
A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:
Definition: The strike price in respect of an index option transaction, is the level of the relevant index specified or otherwise determined in the transaction; This can be expressed either as a percentage of notional amount or as an absolute value.
Model-Generated Definition:
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
Definition: The inderlying of the equity index option, which is a reference index consisting of shares.
Model-Generated Definition:
A kind of security.
Definition: a financial instrument representing an ownership interest in an entity or pool of assets
Model-Generated Definition:
A kind of issued security issue information.
Definition: Information about the Issuance of an Equity Security, which is maintained throughout the life of the Security.
Model-Generated Definition:
A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of variable coupon bond.
Definition: A bond where the bond is based on the return on an equity over time i.e. the price and dividend payments i.e. the total return (similar to total return swaps).
Model-Generated Definition:
A kind of security listing.
Definition: The listing of an equity security (stock) on an equities exchange or multilateral trading facility.
Model-Generated Definition:
A kind of equity o t c option transaction.
Definition:
Model-Generated Definition:
A kind of o t c derivative transaction and optional underlying transaction.
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Model-Generated Definition:
A kind of asset underlier. A valid occurrence satisfies the following necessary condition:
Definition: An equity underlying component, which can be either a single equity asset, an equity index, or a custom basket of equity assets.
Model-Generated Definition:
A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Equity options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of stock at a set price at a future time.
Model-Generated Definition:
A kind of equity o t c option transaction and option call transaction.
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Model-Generated Definition:
A kind of contractual right.
Definition: The entitlements to the holder, comprised in an option contract or transaction supplement. FpML: 'The number of shares per option comprised in the option transaction supplement.' In FpML this is an either / or: Either a whole number representing the number of shares per option, or a multiplier to be applied to an index underlyer (and, presumably, a basket underlyer)
Model-Generated Definition:
A kind of option exercise time terms set.
Definition: Contractual terms setting out the price or level at which the Equity option is to be struck.
Model-Generated Definition:
A kind of equity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Definition needed
Model-Generated Definition:
A kind of equity o t c option transaction and option put transaction.
Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.
Model-Generated Definition:
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
Definition: The equity security that must be delivered when the option contract is exercised.
Model-Generated Definition:
A kind of fund portfolio.
Definition: A portfolio which has at least 85% exposure to shares.
Model-Generated Definition:
A kind of method.
Definition: How a price is quoted.
Model-Generated Definition:
A kind of company equity terms. A valid occurrence satisfies the following necessary condition:
Definition: Terms setting out the priority of a given class of Equity. These are the terms under which the holder of that class of equity has a call on the equity in the event of the issuing entity being wound up.
Model-Generated Definition:
A kind of reference index. A valid occurrence satisfies the following necessary condition:
Definition: A benchmark or reference index the constituents of which are exclusively Equity securities.
Model-Generated Definition:
A kind of reference index basket.
Definition: The basket of securities which makes up the Equities Reference Index.
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of equity derivative contract and return swap contract. A valid occurrence satisfies the following necessary condition:
Definition: No definition FpML has no distinct product type for this, instead the schema for Return Swaps has content which is an Equity Swap Transaction Supplement.
Model-Generated Definition:
A kind of underlying security delivery.
Definition:
Model-Generated Definition:
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
Definition: A stake held in a fund by way of a Share Class Unit.
Model-Generated Definition:
A kind of underlying valuation. A valid occurrence satisfies the following necessary condition:
Definition: The act of valuation of an equity underlying (share, basket or index) during the life of an OTC equity option or forward.
Model-Generated Definition:
A kind of calculation agent.
Definition: The entity which carries out the valuation of an asset underlying an equity forward or option, or from which the valuation of the underlying is to be taken.
Model-Generated Definition:
A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:
Definition: no definition FpML (unusable): Specifies the structure of a variance swap.
Model-Generated Definition:
A kind of company equity terms. A valid occurrence satisfies the following necessary condition:
Definition: Terms setting out the voting rights of the Holder.
Model-Generated Definition:
A kind of constitutional de jure control.
Definition: De Jure controlling interest in an entity which is based on the holding of some form of equity in that entity.
Model-Generated Definition:
A kind of life analytic. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: An agent which acts in escrow for the delivery of some Deliverable Obligation in the context of some CDS contract.
Model-Generated Definition:
A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:
Definition: An asset backed security based on some underlying promised future cashflow.
Model-Generated Definition:
A kind of institutional unit. A valid occurrence satisfies the following necessary conditions:
Definition: an enterprise (or part of an enterprise) that operates from a single physical location
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
Definition: the total number of persons who work in or for the establishment including working proprietors, active business partners and unpaid family workers, as well as persons working outside the establishment when paid by and under the control of the establishment, for example, sales representatives, outside service engineers and repair and maintenance personnel
Model-Generated Definition:
A kind of enterprise population. A valid occurrence satisfies the following necessary condition:
Definition: a subset of the enterprise population focused on establishments
Model-Generated Definition:
A kind of classifier.
Definition: A category based on a cultural factors, including nationality, regional culture, ancestry, and language
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: a category based on a cultural factors, including nationality, regional culture, ancestry, and language
Model-Generated Definition:
A kind of interbank offered rate. A valid occurrence satisfies the following necessary condition:
Definition: a daily interbank offered rate based on the averaged interest rates at which Eurozone banks offer to lend unsecured funds to other banks in the euro wholesale money market (or interbank market)
Model-Generated Definition:
A kind of London Interbank Offered Rate.
Definition:
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: The non domestic market (note this does not relate to the Euro as a currency).
Model-Generated Definition:
A kind of registry identifier.
Definition: a 9-character alphanumeric securities identifier, issued in Luxembourg, jointly by Euroclear and Clearstream
Model-Generated Definition:
A kind of money market deposit.
Definition: A US dollar deposit or other currency deposit made outside the US or the country that issues that currency.
Model-Generated Definition:
A kind of credit institution.
Definition: a branch of a credit institution authorised in another European Economic Area (EEA) country that has the right to passport its activities
Model-Generated Definition:
A kind of exercise dates convention. A valid occurrence may have the following properties:
Definition: A feature of an option that stipulates that the option may only be exercised a stated Exercise Date. Therefore, there can be no early assignment with this type of option.
Model-Generated Definition:
A kind of responsible party. A valid occurrence satisfies the following necessary conditions:
Definition: a party appointed by, and who has the capacity to act as an official representative of, a regulatory agency to provide examination, review, and other regulatory services
Model-Generated Definition:
A kind of facility. A valid occurrence satisfies the following necessary conditions:
Definition: any organization, association, or group of persons, whether incorporated or unincorporated, which constitutes, maintains, or provides a market place or facilities for bringing together purchasers and sellers of securities or for otherwise performing with respect to securities the functions commonly performed by a stock exchange as that term is generally understood, and includes the market place and the market facilities maintained by such exchange
Model-Generated Definition:
A kind of financial service. A valid occurrence may have the following properties:
Definition: a trading and (optionally) listing service for the purposes of securities trading
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes only stock exchange business days.
Model-Generated Definition:
A kind of traded security published price.
Definition:
Model-Generated Definition:
A kind of market identifier.
Definition: an identifier allocated to a securities exchange
Model-Generated Definition:
A kind of equity exchange published price. A valid occurrence may have the following properties:
Definition: The value at the beginning of trading or opening of the market.
Model-Generated Definition:
A kind of traded security published price. A valid occurrence satisfies the following necessary condition:
Definition: options prices types: Bid Ask There is also a bid/ask spread exchange will quote option price as a premium rate. e.g. I ill pay you 2% of face value of underlying trade. That turns into a price (Premium = face x that 2%). OTC uses volatility to get to premium value.
Model-Generated Definition:
A kind of monetary measure and rate. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a rate at which one currency can be exchanged for another
Model-Generated Definition:
A kind of market parameter timed value (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition: The trading status of a security on a given trading exchange.
Model-Generated Definition:
A kind of debt security price and exchange traded security price. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary conditions:
Definition: Equity Index options offer the investor an opportunity to either capitalize on an expected market move or to protect holdings in the underlying instruments. The difference is that the underlying instruments are indexes.
Model-Generated Definition:
A kind of option contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of optional underlying transaction.
Definition:
Model-Generated Definition:
A kind of listed security and trading registered security. A valid occurrence satisfies the following necessary conditions:
Definition: a listed security that may be traded on a particular exchange
Model-Generated Definition:
A kind of traded security published price. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of exchange traded security and warrant. A valid occurrence satisfies the following necessary condition:
Definition: A warrant which is traded on a securities exchange.
Model-Generated Definition:
A kind of specified temporal thing.
Definition:
Model-Generated Definition:
A kind of registry. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a registry used by a securities exchange in managing the security identifiers and related information that it registers and manages
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in an exchange-specific securities repository
Model-Generated Definition:
A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an identification scheme used by a securities exchange in issuing security identifiers
Model-Generated Definition:
A kind of legally delegated authority. A valid occurrence may have the following properties:
Definition: person appointed and given the responsibility to manage the affairs of an organization and the authority to make decisions within specified boundaries
Model-Generated Definition:
A kind of Board Member and executive.
Definition: An individual performing the role of a board member of a company who also has executive responsibilities in the company.
Model-Generated Definition:
A kind of branch of government.
Definition: the branch of government that has its authority and responsibility for the daily administration of the state
Model-Generated Definition:
A kind of issuer.
Definition: a securities issuer that issues securities that are exempt from certain regulatory reporting requirements
Model-Generated Definition:
A kind of public offering.
Definition: a public offering involving securities that are exempt from certain regulatory reporting requirements, either because the issuer is exempt or the transaction specific to the offering is exempt
Model-Generated Definition:
A kind of securities transaction.
Definition: a securities transaction for which there is no requirement to register the transaction with a regulatory agency
Model-Generated Definition:
A kind of e d m council convention.
Definition: The date terms determining when the holder or future holder of an option can implement the rights defined in the option.
Model-Generated Definition:
A kind of relative cashflow.
Definition:
Model-Generated Definition:
A kind of ad hoc schedule and coupon schedule. A valid occurrence satisfies the following necessary conditions:
Definition: Schedule of itemised coupon payment dates.
Model-Generated Definition:
A kind of date.
Definition: a date in which the 'hasDateValue' property is required
Model-Generated Definition:
A kind of date period. A valid occurrence may have the following properties:
Definition: a date period for which the start date, end date, and duration are all explicit
Model-Generated Definition:
A kind of duration.
Definition: a duration for which the 'hasDurationValue' property must be set
Model-Generated Definition:
A kind of interest rate stream event and scheduled calculation period end event.
Definition: the explicit representation of the calculation event in a given period, in which an interest payment is calculated based on the rate (fixed or floating) and the notional amount (in the payment currency, and factored for Fx if necessary), on a given date
Model-Generated Definition:
A kind of recurrence interval.
Definition: a recurrence interval defined via an explicit duration
Model-Generated Definition:
A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:
Definition: An event which is scheduled in advance to take place on some specific date.
Model-Generated Definition:
Definition: the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty
Model-Generated Definition:
A kind of reference. A valid occurrence may have the following properties:
Definition: a finite combination of symbols that are well-formed according to applicable rules
Model-Generated Definition:
A kind of principal repayment terms. A valid occurrence may have the following properties:
Definition: Terms for the redemption of a security with extendable maturity.
Model-Generated Definition:
A kind of contractual commitment.
Definition: contract terms that specify the conditions under which a contract can be extended
Model-Generated Definition:
A kind of method.
Definition:
Model-Generated Definition:
A kind of voting right.
Definition: The right to vote at extraordinary meetings, as opposed to being able to vote at annual general meetings.
Model-Generated Definition:
A kind of functional business entity.
Definition: A French fund vehicle type. Designation and definition needed.
Model-Generated Definition:
A kind of prepayment speed.
Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario.
Model-Generated Definition:
A kind of prepayment speed.
Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "up 300" scenario.
Model-Generated Definition:
A kind of bond variable coupon.
Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a variable amount based on a specified Interest rate.
Model-Generated Definition:
A kind of date determination reference rule. A valid occurrence may have the following properties:
Definition: The rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, as defined in those rules for either or both of 'FRN Convention' and 'Eurodollar Convention'.
Model-Generated Definition:
A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms setting out the interest payments determination and dates for Flating Rate Note interest.
Model-Generated Definition:
A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence may have the following properties:
Definition: A forward contract in the forex market that locks in the price at which an entity can buy or sell a currency on a future date. Also known as "outright forward currency transaction", "forward outright" or "FX forward".
Model-Generated Definition:
A kind of investment company.
Definition: an investment company which is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or which has been engaged in such business and has any such certificate outstanding
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The means by which some service is provided; something made available to the user of a service by the provider of that service.
Model-Generated Definition:
A kind of thing in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: something that is built, contrived, established, or installed to serve a particular purpose, or make some course of action or operation easier, or provide some capability or service
Model-Generated Definition:
A kind of formula.
Definition: Formula for the determination of some variable factor which is then used in subsequent calculations. The result of such a formula is a parameter referred to by another formula.
Model-Generated Definition:
A kind of obligation credit event. A valid occurrence may have the following properties:
Definition: 'A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.'
Model-Generated Definition:
A kind of obligation credit event.
Definition: The failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Interest. FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.'
Model-Generated Definition:
A kind of obligation credit event.
Definition: The failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Principal.' FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.'
Model-Generated Definition:
A kind of functional business entity.
Definition: a family office as defined in the relevant legislation
Model-Generated Definition:
A kind of financial institution.
Definition: any federally-chartered financial institution that is supervised, examined, and regulated by the Farm Credit Administration and operates in accordance with the Farm Credit Act of 1971, as amended, 12 U.S.C. 2001 et seq. All Farm Credit System institutions are federally-chartered instrumentalities of the United States.
Model-Generated Definition:
A kind of registry identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier issued to a depository institution by the FDIC on approval of that institution's application for insurance
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in the FDIC institution directory, a repository of financial institution characteristics collected by the FDIC related to the institutions they insure
Model-Generated Definition:
A kind of geopolitical entity.
Definition: The capital administrative region of a country which is a federation, if the physical area of this region does not form a part of any of the states or pronvinces which make up the federal country.
Model-Generated Definition:
A kind of overnight rate.
Definition: a reference rate that is the interest rate at which a depository institution lends funds maintained at the Federal Reserve to another depository institution overnight
Model-Generated Definition:
A kind of national government. A valid occurrence may have the following properties:
Definition: a union of states under a central government distinct from the individual governments of the separate states
Model-Generated Definition:
A kind of jurisdiction. A valid occurrence satisfies the following necessary condition:
Definition: a region of the US identifying the jurisdiction of a Federal Reserve Bank, numbered and named for the city in which that reserve bank is located
Model-Generated Definition:
A kind of central bank and Federal Reserve System (FRS) member bank. A valid occurrence satisfies the following necessary condition:
Definition: a Federal Reserve district and member bank, with jurisdiction over a specific region of the US, named for the city in which the reserve bank is located
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier associated with a Federal Reserve district
Model-Generated Definition:
A kind of financial institution.
Definition: a Federal Reserve member bank
Model-Generated Definition:
A kind of financial institution.
Definition: a financial institution that is not a Federal Reserve member bank
Model-Generated Definition:
A kind of Federal Reserve System (FRS) member bank and state-chartered bank.
Definition: a commercial bank that is state-chartered and a member of the Federal Reserve System
Model-Generated Definition:
A kind of geopolitical entity.
Definition: a self-governing geopolitical unit which forms part of a wider geopolitical unit that is recognized as a country
Model-Generated Definition:
A kind of sovereign state. A valid occurrence satisfies the following necessary conditions:
Definition: a political entity characterized by a union of partially self-governing states or regions under a central (federal) government
Model-Generated Definition:
A kind of liability.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The fee leg in a CDS contract
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
A kind of Ethnicity and Race that can be recognized when an occurrence meets the following condition:
Definition:
Model-Generated Definition:
A kind of entity credit event.
Definition: An event in which an organization files for bankruptcy.
Model-Generated Definition:
A kind of non-depository institution.
Definition: a financial intermediary in the business of making loans to individuals or businesses that obtains its financing from banks, institutions, and other money market sources rather than from deposits
Model-Generated Definition:
A kind of asset. A valid occurrence may have the following properties:
Definition: An asset consisting of one or more financial instruments, treated as an asset
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: Some party with which the company has entered into some formal financial commitments.
Model-Generated Definition:
A kind of exposure. A valid occurrence satisfies the following necessary condition:
Definition: the extent to which an individual or organization is open to risk of suffering a loss in a transaction, or with respect to some investment or set of investments, e.g., some holding; the amount one stands to lose in that transaction or investment
Model-Generated Definition:
A kind of future instrument. A valid occurrence may have the following properties:
Definition: A futures contract based on a financial instrument.
Model-Generated Definition:
A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A set of standard terms for financial futures contracts, as set out by the derivatives exchange. Financial Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of U.S. bank holding company.
Definition: a financial entity engaged in a broad range of banking-related activities, created by the Gramm-Leach-Bliley Act of 1999
Model-Generated Definition:
A kind of publisher. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a formal organization acting as a publisher or provider of information related to the financial markets or of interest to financial market participants such as information on economies
Model-Generated Definition:
A kind of financial service provider. A valid occurrence satisfies the following necessary conditions:
Definition: a financial service provider identified as either a government agency or privately owned entity that collects funds from the public and from other institutions, and invests those funds in financial assets, such as loans, securities, bank deposits, and income-generating property
Model-Generated Definition:
A kind of instrument.
Definition: Some financial contract or agreement, described in the context of its use in furthering some investment purpose. Explanatory Note: This is specific to its usage. The term "Financial Instrument" is frequently applied to the contract (as a thing), which might be put to such purpose, rather than to the instrument as it is used as an instrument, which is what is defined by this concept.
Model-Generated Definition:
A kind of written contract. A valid occurrence may have the following properties:
Definition: a written contract that gives rise to both a financial asset of one entity and a financial liability or equity instrument of another entity
Model-Generated Definition:
A kind of analytical information. A valid occurrence satisfies the following necessary condition:
Definition: Some measure of a financial instrument, that may be referred to in analysing or understanding that instrument for investment or risk management purposes.
Model-Generated Definition:
A kind of classification scheme. A valid occurrence may have the following properties:
Definition: a classification scheme defining a particular classifier for a security, such as the ISO 10962 CFI classification scheme
Model-Generated Definition:
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
Definition: a standardized classifier for a financial instrument based on its type
Model-Generated Definition:
A kind of registry entry. A valid occurrence may have the following properties:
Definition: an entry in a Financial Instrument Global Identifier (FIGI) registry
Model-Generated Definition:
A kind of identification scheme. A valid occurrence may have the following properties:
Definition: a formal definition of the structure and application of a particular set of financial instrument identifiers
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a financial instrument
Model-Generated Definition:
A kind of tax treatment. A valid occurrence may have the following properties:
Definition: The treatment of the financial instrument for taxation purposes. This is the most general form of tax treatment for financial instruments, including cash.
Model-Generated Definition:
A kind of financial service.
Definition: any financial service in which a third party (the intermediary) matches lenders and investors with entrepreneurs and other borrowers in need of capital
Model-Generated Definition:
A kind of published information.
Definition: Information about the financial markets, that is published by some publisher or data vendor.
Model-Generated Definition:
A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of product. A valid occurrence satisfies the following necessary condition:
Definition: a product provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry
Model-Generated Definition:
A kind of contractual product.
Definition:
Model-Generated Definition:
A kind of risk. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of impact. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A Transaction in which some negotiable security is provided in exchange for some Consideration.
Model-Generated Definition:
A kind of service. A valid occurrence satisfies the following necessary condition:
Definition: a service provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry
Model-Generated Definition:
A kind of account. A valid occurrence satisfies the following necessary conditions:
Definition: an account provided by a financial service provider associated with a specific financial product or service
Model-Generated Definition:
A kind of functional entity and service provider. A valid occurrence satisfies the following necessary conditions:
Definition: a functional entity either licensed to provide financial services to consumers and/or businesses or established by law to provide financial services, such as a central bank
Model-Generated Definition:
A kind of financial risk and operational risk. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of investment goal.
Definition: The overall balance sheet and well being of the organisation.
Model-Generated Definition:
A kind of collection.
Definition: a population for which it is possible to count its units
Model-Generated Definition:
A kind of securities offering.
Definition: a securities offering whereby the underwriter purchases the securities outright for their own account
Model-Generated Definition:
A kind of contractually determined date.
Definition: The scheduled date of the first regular coupon payment, that is the start of payments according to a regular repeating series of coupon periods, after any non standard (long or short) first coupon period in the schedule.
Model-Generated Definition:
A kind of basket. A valid occurrence satisfies the following necessary conditions:
Definition: a basket of goods and services whose quantity and quality are held fixed for some period of time
Model-Generated Definition:
A kind of basket constituent that can be recognized when an occurrence meets the following condition:
A valid occurrence may also have the following properties:
Definition: a component of a fixed basket
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary conditions:
Definition: A bond which pays a fixed rate of interest at regular intervals.
Model-Generated Definition:
A kind of interest rate swap that can be recognized when an occurrence meets one of the following conditions:
Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments
Model-Generated Definition:
A kind of margin.
Definition: The Fixed Interest amount which is the parameter of the Expression. This is the only parameter in this expression.
Model-Generated Definition:
A kind of interest calculation formula.
Definition: Formula for Fixed Interest.
Model-Generated Definition:
A kind of interest calculation expression. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Expression of the value of a fixed interest amount.
Model-Generated Definition:
A kind of interest rate.
Definition: an interest rate that does not fluctuate over the lifetime of a loan or other debt instrument
Model-Generated Definition:
A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:
Definition: a swap stream that specifies fixed interest amounts and terms for the payment of that interest
Model-Generated Definition:
A kind of strike formula. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:
Definition: Strike terms which reflect the difference between a running maximum value of the observable during the lookback period, and the pre-agreed strike. The agreed settlement is based on the difference between these. Further Notes This is only settled in cash and the strike is predetermined at payoff and the payoff is the max diff between the optimal price and the strike price.
Model-Generated Definition:
A kind of swap leg. A valid occurrence may have the following properties:
Definition: the fixed payment leg of a swap such as a dividend swap
Model-Generated Definition:
A kind of expression. A valid occurrence satisfies the following necessary condition:
Definition: calculation of the amount of interest due in a given period on a fixed rate IR swap leg
Model-Generated Definition:
A kind of observable value. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual terms setting out a fixed, pre-agreed price or level at which the option is to be struck.
Model-Generated Definition:
A kind of cross-currency interest rate swap and fixed float interest rate swap.
Definition:
Model-Generated Definition:
A kind of fixed float interest rate swap.
Definition:
Model-Generated Definition:
A kind of float-float interest rate swap.
Definition:
Model-Generated Definition:
A kind of interest rate swap that can be recognized when an occurrence meets one of the following conditions:
Definition: a swap that exchanges cashflows based on two different interest rates
Model-Generated Definition:
A kind of float-float interest rate swap.
Definition:
Model-Generated Definition:
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
Definition: A floater tranche is a tranche that is keyed to an index and a spread.
Model-Generated Definition:
A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:
Definition: a variable interest rate that is based on a specific index or benchmark rate
Model-Generated Definition:
A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:
A valid occurrence satisfies the following necessary conditions:
Definition: a swapstream in which variable interest is paid on some notional amount, linked to some underlying interest reference rate
Model-Generated Definition:
A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of strike formula. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of schedule.
Definition:
Model-Generated Definition:
A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of variable.
Definition: Explicit value of floating interest rate amount during a given calculation period, along with the relevant parameters in its calculation.
Model-Generated Definition:
A kind of expression. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:
Definition: A bond with a variable interest rate based on a published bank interest rate. The adjustments to the interest rate (coupon) are made periodically, usually on a quarterly or monthly basis, and are tied to a certain money-market index. Also known as a "floater".
Model-Generated Definition:
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
Definition: a calculated date associated with a floating-rate note, also known as a floater or FRN, which is a debt instrument with a variable interest rate
Model-Generated Definition:
A kind of business day adjustment.
Definition: a business day adjustment rule applied to floating-rate note instruments
Model-Generated Definition:
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
Definition: A building subdivision whose extent is the horizontal extent of the building at that height.
Model-Generated Definition:
A kind of cap or floor determination.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of product.
Definition: A Product that is informational in nature, rather than physical.
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: An agent asks another agent for something or to do something.
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: The act of responding to an Occurrence, often a communication.
Model-Generated Definition:
A kind of occurrence.
Definition: The occurrence of assessing the risk of something.
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
A kind of corporation. A valid occurrence satisfies the following necessary condition:
Definition: a corporation whose objective is to make money, in other words, to ensure realization of a financial benefit such that the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity
Model-Generated Definition:
A kind of Multi Dimensional Property.
Definition:
Model-Generated Definition:
A kind of exchange traded option contract and foreign exchange derivative contract. A valid occurrence satisfies the following necessary conditions:
Definition: An option on a currency, based on the spot exchange rate of that currency to the currency of the security itself.
Model-Generated Definition:
A kind of derivative instrument.
Definition:
Model-Generated Definition:
A kind of financial service.
Definition: a financial service involving the exchange of one currency for another, conversion of one currency for another, and transfer of money from one country to another whereby currency conversion is required
Model-Generated Definition:
A kind of written information.
Definition: Written information entered into a physical document or a computer application containing information entered by a person.
Model-Generated Definition:
A kind of formal document. A valid occurrence may have the following properties:
Definition: A formal document which has applied to it some degree of formal control including version management, as defined within some pre-defined document control process.
Model-Generated Definition:
A kind of document. A valid occurrence may have the following properties:
Definition: A document which has some self-identified and defined formal status, usually but not necessarily within some pre-defined business process for document formalization.
Model-Generated Definition:
A kind of organization. A valid occurrence may have the following properties:
Definition: An Organization that is recognized in some legal jurisdiction, with associated rights and responsibilities. Examples include a Corporation, Charity, Government or Church.
Model-Generated Definition:
A kind of written communication. A valid occurrence satisfies the following necessary condition:
Definition: Some formal written communication, setting out the position of some party or parties about some matter.
Model-Generated Definition:
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Any organization with some formal contractual agreement among its principals
Model-Generated Definition:
A kind of organization member. A valid occurrence satisfies the following necessary condition:
Definition: A member of some formally constituted organization.
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary condition:
Definition: a general fact or rule expressed in letters and symbols; may consist of one or more expressions
Model-Generated Definition:
A kind of mathematical expression. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The Right Hand Side of the Formula.
Model-Generated Definition:
A kind of formula part. A valid occurrence satisfies the following necessary condition:
Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.
Model-Generated Definition:
A kind of mathematical thing.
Definition:
Model-Generated Definition:
A kind of formula part. A valid occurrence satisfies the following necessary condition:
Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side.
Model-Generated Definition:
A kind of forward cash delivery commitment. A valid occurrence satisfies the following necessary condition:
Definition: Commitment to deliver agreed amountof cash in the event that the option is exercised.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A commitment to deliver a cash amount at an agreed date in the future.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A commitment to settle a cash amount at an agreed date in the future.
Model-Generated Definition:
A kind of settlement terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: 'This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.'
Model-Generated Definition:
A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A cash market transaction in which a seller agrees to deliver a specific cash commodity to a buyer at some point in the future.
Model-Generated Definition:
A kind of adjustment method.
Definition: Method by which adjustments will be made to the forward contract should one or more of a number of extraordinary events occur.
Model-Generated Definition:
A kind of contract counterparty and derivative contract party.
Definition:
Model-Generated Definition:
A kind of contract principal and derivative contract party.
Definition: A seller of the underlying instrument in a Forward contract.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A commitment to deliver something at some time or under some terms in the future.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The delivery of something in the future, at an agreed date or dates and under agreed terms.
Model-Generated Definition:
A kind of foreign exchange derivative contract.
Definition: Definition needed.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A transaction in which one party commits at the present to delivery of something in the future.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
Definition: Terms for valuation of underlying(s) for a Forward Contract.
Model-Generated Definition:
A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:
Definition: A formal foundation. Further Notes Formal definition sought.
Model-Generated Definition:
A kind of organization covering agreement.
Definition: The formal agreement by which the Foundation is governed
Model-Generated Definition:
A kind of privately held share.
Definition: A share which is not tradable and which is held by founders of the compsny. Ths is stock that pre-dates any flotation of the company.
Model-Generated Definition:
A kind of equity price quotation method.
Definition: Price is quoted as a fraction.
Model-Generated Definition:
A kind of temporal measure. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of calculated date.
Definition:
Model-Generated Definition:
A kind of calculated date.
Definition:
Model-Generated Definition:
A kind of business day adjustment.
Definition: a business day adjustment rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, for either or both of 'FRN Convention' and 'Eurodollar Convention'
Model-Generated Definition:
A kind of business day adjustment.
Definition: the rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, for either or both of 'FRN Convention' and 'Eurodollar Convention'
Model-Generated Definition:
A kind of bond.
Definition: [definition from Wes]
Model-Generated Definition:
A kind of amortizing bond.
Definition: Securities that return principal to investors throughout the life of the security are said to be fully amortizing. They are designed to closely reflect the full repayment of the underlying loans through scheduled interest and principal payments.
Model-Generated Definition:
A kind of security payment status.
Definition: Fully paid
Model-Generated Definition:
A kind of functional entity. A valid occurrence satisfies the following necessary condition:
Definition: a business entity defined in terms of its function
Model-Generated Definition:
A kind of agent in role. A valid occurrence satisfies the following necessary condition:
Definition: any independent party (i.e., person, business entity, governmental entity, or other organization) defined in terms of its function
Model-Generated Definition:
A kind of pool. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Distinct pool of financial instruments managed by a single investment policy.
Model-Generated Definition:
A kind of funds processing party.
Definition: The party that keeps accounting records of the available assets and liabilities of the Fund. It calculates dealing prices, the Net Asset Value (NAV) of the Fund, and may provide fund performance and tax data. Can be subcontracted by the FundAdministrator.
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:
Definition: Entity that has to fulfil the legal and supervisory requirements of the fund. Responsible for all the business purposes around the investment pool, and so is reponsible for the issuing of the shares.
Model-Generated Definition:
A kind of funds processing party.
Definition: The party that is in charge of examining and verifying a fund's financial and accounting records as well as supporting documents and fulfilment of legal requirements. Definition origin:EFAMA DD
Model-Generated Definition:
A kind of fund unit. A valid occurrence satisfies the following necessary conditions:
Definition: A fund unit which takes the form of debt in that fund.
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
Definition: A fixed coupon paid out to holders of the Fund Bond Unit.
Model-Generated Definition:
A kind of fund unit distribution policy.
Definition: Policy for distribution of cash dividends or notes in the event that the fund units have a distribution policy of "Cash" rather than "Reinvestment".
Model-Generated Definition:
A kind of classification. A valid occurrence satisfies the following necessary condition:
Definition: The category of the fund according to the asset class. This is a published code by which the Fund is classified. Further notes: Could be EFCF codes. This is the way in which "Type of fund" is articulated.
Model-Generated Definition:
A kind of classification scheme. A valid occurrence satisfies the following necessary condition:
Definition: A published scheme for the category of a fund according to the asset class.
Model-Generated Definition:
A kind of fund cash distribution policy. A valid occurrence may have the following properties:
Definition: Terms for the expected distribution of bond unit coupons.
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
Definition: A party which supplies market data to a fund.
Model-Generated Definition:
Definition: Debt issued by a Fund.
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
Definition: The party that holds and safeguards holdings owned by a fund. It is also responsible for compliance of the portfolio with legal ratios etc.
Model-Generated Definition:
A kind of policy.
Definition: The overal diustribution policy or policy limitations for the fund itself.
Model-Generated Definition:
A kind of funds processing party.
Definition: an entity through which a fund may be bought by or for an investor. This may be on a discretionary or advisory basis, or as an execution-only service. Definition origin:EFAMA DD
Model-Generated Definition:
A kind of fund cash distribution policy. A valid occurrence may have the following properties:
Definition: Terms for the expected distributions of dividends.
Model-Generated Definition:
A kind of pool equity. A valid occurrence satisfies the following necessary condition:
Definition: A share or proportion of the capital gains in a fund.
Model-Generated Definition:
A kind of investment goal. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The aim of a Fund e.g outperfom a given benchmark.
Model-Generated Definition:
A kind of policy. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The policy within which the fund acts in order to achieve the stated fund objectives.
Model-Generated Definition:
A kind of restriction. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Limitations that apply to the fund as a whole, such as risk factors. these are used to determine whether the fund is appropriate for a given type of investor to invest in.
Model-Generated Definition:
A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A party which invests in the Fund. It does this by holding some tradable unit (which represents some stake) in that fund.
Model-Generated Definition:
Definition: The type of party that is eligible to invest in a fund.
Model-Generated Definition:
A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:
Definition: For a fund which is constituted under the law of contract, the contract that embodies the fund legal form.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The legal form of the fund, eg Joint Stock Company, SPV etc.
Model-Generated Definition:
A kind of constitution.
Definition: For a fund which is constituted under the law of contract, the constitution or articles that define the fund. These are embodied in a Contract.
Model-Generated Definition:
A kind of formally constituted organization.
Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor or fund manager.
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor. This is a dupliucate of Fund Management Company at the moment
Model-Generated Definition:
A kind of account provider. A valid occurrence satisfies the following necessary condition:
Definition: The Fund Order Desk is a party to the Fund Order Desk Account.
Model-Generated Definition:
A kind of written information.
Definition: A phsyical form obtained through the main fund order desk.
Model-Generated Definition:
A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An account containing a number of financial instruments along with cash positions in one or more currencies and belonging to a Fund
Model-Generated Definition:
A kind of fund investment restrictions set. A valid occurrence may have the following properties:
Definition: Detailed Policy on approximately how the portfolio is to be allocated to achieve the stated investment goals. This underpins the detailed strategy of how to achieve this.
Model-Generated Definition:
A kind of policy. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Intended allocation of the portfolio to meet the stated investment strategy and goals.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of control document. A valid occurrence may have the following properties:
Definition: The form of documentation or control mechanism required for some funds processing activity.
Model-Generated Definition:
A kind of fund processing terms. A valid occurrence may have the following properties:
Definition: Formal terms for general processing of the fund. These set out what the investor and the fund may or may not do.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Formal terms for processing of the fund. These set out what the investor and the fund may or may not do. These include terms for redemption and subscription processing as well as general processing terms. ISO FIBIM definition: Processing characteristics linked to the instrument, ie, not to the market.
Model-Generated Definition:
A kind of funds processing party.
Definition: An entity that promotes a fund. May be an investor, pension fund, bank, insurance company or management company
Model-Generated Definition:
A kind of prospectus. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The Prospectus for the Fund. This is a document made available publicly for potential investors. It will include facts about the fund investment objective, investment focus and other details of the fund. Some of this information becomes binding on the fund once it is issued, while other information is guidelines only.
Model-Generated Definition:
A kind of restriction.
Definition:
Model-Generated Definition:
A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Formal terms for redemption of units in the fund. These set out what the investor and the fund may or may not do.
Model-Generated Definition:
A kind of fund unit distribution policy. A valid occurrence may have the following properties:
Definition: Terms for the expected reinvestment of profits on fund units.
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms describing the accounting methods and reporting arrangements used by the fund.
Model-Generated Definition:
A kind of equity instrument and fund unit. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The legal structure in which you can purchase part of an investment pool, defined by a variety of characteristics like investor type, minimum size of investment, distribution type, fee and currency. A fund unit which gives the holder an equity stake in the fund.
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
Definition: Expected dividend payment from a Fund Unit. REVIEW: Does this apply to the Fund as a whole or to a unit in the fund? This term will be redefined following the Funds model restructuring
Model-Generated Definition:
Definition: One of the different ways in which a Fund may be structured.
Model-Generated Definition:
A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Subscription terms for the fund. Further notes: ISO FIBIM, EFAMA DD and FPP combine terms for subscription, redemption and general holding requirements. These have been separated here as they are different kinds of term, but this can be reviewed. Subscription Terms are identified as terms of the fund and not the fund unit, since terms for how you might subscribe can't be binding one someone who has not yet subscribed.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: The legal entity which supervises the fund or fund industry
Model-Generated Definition:
A kind of funds processing party.
Definition: An entity that undertakes the execution of subscription, redemption and switch orders on behalf of a fund. Definition origin:EFAMA DD
Model-Generated Definition:
A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A unit in a fund, which may be traded and is a contract between the fund and the holder of that unit.
Model-Generated Definition:
A kind of distribution method.
Definition: The normal distribution policy for funds.
Model-Generated Definition:
A kind of policy. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Income policy relating to the unit, e.g. if income is paid out or retained in the fund and how this is treated, including distribution policy details for dividends and coupons.
Model-Generated Definition:
A kind of trust beneficiary. A valid occurrence satisfies the following necessary conditions:
Definition: a party that holds some unit in a fund
Model-Generated Definition:
A kind of portfolio holding. A valid occurrence may have the following properties:
Definition: A holding of a unit in another fund.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of security settlement convention. A valid occurrence may have the following properties:
Definition: Default settlement terms which may apply to a fund, trading of for units in the fund and for redemption of fund units.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: monetary resources associated with a currency
Model-Generated Definition:
A kind of fund unit distribution method.
Definition: Accrued income is distributed periodically to the investor.
Model-Generated Definition:
A kind of s p v purpose.
Definition: SPV set up for fund management Conesnsus:Review
Model-Generated Definition:
A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: the trigraph representing the funds
Model-Generated Definition:
A kind of relationship context.
Definition: The context of managing and processing funds, issuing funds units etc. This is the context in which the different parties involved in a fund are defined as parties.
Model-Generated Definition:
A kind of account. A valid occurrence satisfies the following necessary condition:
Definition: An account used specifically in the processing of funds. Like all accounts this is (per FIBIM definition) a business relationship between two entities; one entity is the account owner, the other entity is the account servicer. Please refer to Financial global model for treatment of accounts relationships in this model.
Model-Generated Definition:
A kind of party in role. A valid occurrence may have the following properties:
Definition: A party involved in the processing of funds in some way.
Model-Generated Definition:
A kind of written information. A valid occurrence satisfies the following necessary conditions:
Definition: The Funds Processing Passport. This is defined as a document. This has terms drawn from elsewhere in the model which are defined as part of the FPP for reasons defined in the FPP descriptions.
Model-Generated Definition:
A kind of synechdocal thing. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A Special Purpose Vehicle (SPV) set up specifically to create an investment fund. It is set up by a company or a group of companies for this purpose. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of Tense.
Definition:
Model-Generated Definition:
A kind of derivative instrument.
Definition: a contract that obligates the buyer to receive and the seller to deliver, in the future, the assets specified at an agreed price
Model-Generated Definition:
A kind of forward contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date. A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is sold to another before settlement date which may happen if a trader waits to take a profit or cut a loss. Further notes: This contrasts with options trading in which the option buyer may choose whether or not to exercise the option by the exercise date. Unlike options, futures convey an obligation to buy. The risk to the holder is unlimited, and because the payoff pattern is symmetrical, the risk to the seller is unlimited as well. Dollars lost and gained by each party on a futures contract are equal and opposite. In other words, futures trading is a zero-sum game. Futures contracts are forward contracts, meaning they represent a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract. Futures are distinguished from generic forward contracts in that they contain standardized terms, trade on a formal exchange, are regulated by overseeing agencies, and are guaranteed by clearinghouses. Also, in order to insure that payment will occur, futures have a margin requirement that must be settled daily. Finally, by making an offsetting trade, taking delivery of goods, or arranging for an exchange of goods, futures contracts can be closed. Hedgers often trade futures for the purpose of keeping price risk in check. Definition origin: Barrons, adapted by EDMC SMER.
Model-Generated Definition:
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Model-Generated Definition:
A kind of exchange futures price.
Definition:
Model-Generated Definition:
A kind of non-depository institution.
Definition: an individual or organization that which does both of the following: (1) solicits or accepts orders to buy or sell futures contracts, options on futures, retail off-exchange forex contracts, or swaps and (2) accepts money or other assets from customers to support such orders
Model-Generated Definition:
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
Definition: A negotiable commodity as the underlying of a Futures contract.
Model-Generated Definition:
A kind of underlying security delivery.
Definition:
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition: An underlying which is a futures contract.
Model-Generated Definition:
A kind of security price.
Definition: Review whether this exists
Model-Generated Definition:
A kind of financial instrument analytical parameter.
Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.
Model-Generated Definition:
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
Definition: An economic rate which is the underlying of a Futures contract.
Model-Generated Definition:
A kind of futures trading margin.
Definition: When you open a futures contract, the futures exchange will state a minimum amount of money that you must deposit into your account. This original deposit of money is called the initial margin.
Model-Generated Definition:
A kind of derivatives listing. A valid occurrence satisfies the following necessary conditions:
Definition: A listing of a futures instrument on a derivatives exchange.
Model-Generated Definition:
A kind of futures greek.
Definition:
Model-Generated Definition:
A kind of contract counterparty.
Definition: A party who has an account for futures trading at a derivatives exchange. Further notes: The trader opens an account with a given amount known as a margin.
Model-Generated Definition:
A kind of contract principal. A valid occurrence satisfies the following necessary condition:
Definition: The party which is the principal of the Futures contract. This is the party that sets the terms of the contract.
Model-Generated Definition:
A kind of timed monetary amount. A valid occurrence satisfies the following necessary condition:
Definition: In the futures market, margin refers to the initial deposit of "good faith" made into an account in order to enter into a futures contract. This margin is referred to as good faith because it is this money that is used to debit any day-to-day losses.
Model-Generated Definition:
A kind of forward transaction.
Definition: A forward settlement transaction which is defined by the Futures market in which they are traded.
Model-Generated Definition:
A kind of futures greek.
Definition:
Model-Generated Definition:
A kind of fx option contract. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A agreement to deliver and settle a given amount of currency in one currency, in exchange for a given amount in another currency, at an agreed date in the future and at an agreed rate of exchange.
Model-Generated Definition:
A kind of o t c fx product. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A transaction in which cash is exchanged in two currencies at an agreed rate at an agreed date in the future.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
Definition: A standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
Definition: Define option as a wrapper. Done on a spot txn, but could logically be others. Adds the right whether or not to go into that.
Model-Generated Definition:
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
Definition: The underlying of the foreign currency option is a currency spot rate.
Model-Generated Definition:
A kind of fx option contract.
Definition:
Model-Generated Definition:
A kind of o t c fx product. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of otcinstrument and spot contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The rate of a foreign-exchange contract for immediate delivery. Also known as "benchmark rates", "straightforward rates" or "outright rates", spot rates represent the price that a buyer expects to pay for a foreign currency in another currency.
Model-Generated Definition:
A kind of spot settlement commitment. A valid occurrence satisfies the following necessary condition:
Definition: no definition
Model-Generated Definition:
A kind of spot transaction. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of volatility. A valid occurrence may have the following properties:
Definition: a measure of exchange rate fluctuation
Model-Generated Definition:
A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of foreign exchange derivative contract and swap.
Definition:
Model-Generated Definition:
A kind of foreign exchange derivative contract and o t c option contract.
Definition: An option on the volatility of an FX rate. Further Note: Not found in FpML product definitions or taxonomy.
Model-Generated Definition:
A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of energy commodity.
Definition: Combustible hydrocarbon in gasous phase.
Model-Generated Definition:
A kind of energy physical delivery.
Definition: Delivery of fuel gas.
Model-Generated Definition:
A kind of full faith and credit bond and municipal bond.
Definition: A general obligation bond (GO) is issued by governmental entities and not backed by revenue from a specific project, such as a toll road. A general obligation bond is secured by an issuing government's pledge to use all available resources - even tax revenues - to repay holders of the bond.
Model-Generated Definition:
A kind of de jure controlling interest party and partner. A valid occurrence satisfies the following necessary conditions:
Definition: a partner in a partnership, who holds some part of the general partner equity and typically is jointly and severally liable with the other partners for the liabilities incurred by that partnership
Model-Generated Definition:
A kind of controlling equity and partnership equity. A valid occurrence may have the following properties:
Definition: Equity in a partnership held by general partners; this is typically accompanied by full liability capability on the part of the holders of the equity.
Model-Generated Definition:
A kind of geographical feature and geophysical location.
Definition: A named and formally defined area of the world defined in terms of its physical extent. Scope Note: A Geographical Area is both a Geographical Feature (some named physical location on Earth) and a Geophysical Location (having two-dimensional extent on the Earth's surface).
Model-Generated Definition:
A kind of physical location. A valid occurrence may have the following properties:
Definition: Some named physical location on Earth, identified geographically such as a specific land area, city or geographical feature. Scope Note: This is usually an alternative way of describing some geophysical extent or location, for example describing a city as a city as distinct from describing the physical extent of that city. Many concepts may therefore extend from this and from Geophysical or Geospatial concepts. For many purposes, modelers may ignore this class. Scope Note: This differs from Geophysical Location in that may include geographical features identified as points on the Earth's surface, or as linear features such as rivers and shorelines.
Model-Generated Definition:
A kind of geopolitical group.
Definition:
Model-Generated Definition:
A kind of address. A valid occurrence satisfies the following necessary condition:
Definition: Co-ordinates which uniquely identify some physical location.
Model-Generated Definition:
A kind of mean.
Definition: a mean that indicates the central tendency or typical value of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum)
Model-Generated Definition:
A kind of topographical location.
Definition: Some physical two dimensional extent on the surface of the Earth. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets. Explanatory Note: Some of these locations may also be co-extensive with Geographical Features, the latter being named geophysical lications.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of physical location.
Definition: any country, federal province, city or other administrative unit which is both geographical and political in its identity
Model-Generated Definition:
A kind of geopolitical entity.
Definition:
Model-Generated Definition:
A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of geopolitical group.
Definition:
Model-Generated Definition:
A kind of geopolitical group.
Definition:
Model-Generated Definition:
A kind of geopolitical entity.
Definition:
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: Definition needed
Model-Generated Definition:
A kind of total controlling interest company.
Definition: an organization that is recognized as the ultimate parent of the company; this relationship may or may not be present, i.e. in the case of a company that has no parent
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
A kind of agency mortgage pool.
Definition:
Model-Generated Definition:
Definition: a desired result that a person, organization or system envisions or plans, or to which it commits, in order to achieve a desired state
Model-Generated Definition:
Definition: any tangible thing that is not money or real estate
Model-Generated Definition:
A kind of bundle of resources. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan product representations (please review).
Definition: GFE - representation by the lender on the costs and implications of settlement (early termination) of the loan.
Model-Generated Definition:
A kind of statistical universe. A valid occurrence satisfies the following necessary condition:
Definition: a statistical universe consisting of specific goods and/or services designed for the purposes of supporting surveys such as those used as the basis for price indices
Model-Generated Definition:
A kind of functional entity. A valid occurrence satisfies the following necessary conditions:
Definition: the system by which a state or community is controlled
Model-Generated Definition:
A kind of government body. A valid occurrence satisfies the following necessary condition:
Definition: a permanent or semi-permanent organization, often an appointed commission, in the machinery of government that is responsible for the oversight and administration of specific functions
Model-Generated Definition:
A kind of executive and government official. A valid occurrence satisfies the following necessary condition:
Definition: an individual appointed by government decree to lead, or participate in some capacity in a government body
Model-Generated Definition:
A kind of formal organization. A valid occurrence satisfies the following necessary conditions:
Definition: a formal organization that is an agency, instrumentality, or other body of supranational, national, federal, state, or local government, including certain multijurisdictional agencies and departments that carry out the business of government
Model-Generated Definition:
A kind of issuer. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of government body. A valid occurrence satisfies the following necessary condition:
Definition: a specialized organization responsible for a sector of government public administration
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
Definition: Guaranty is provided by a government, e.g. a security is guaranteed by a Government.
Model-Generated Definition:
A kind of bond and government issued debt security.
Definition: a bond issued by some government on behalf of some polity, including sovereign and municipal bonds
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:
Definition: a debt security issued by some government on behalf of some polity, including sovereign and municipal debt
Model-Generated Definition:
A kind of executive and government official.
Definition: a person appointed or elected to a high office in the government
Model-Generated Definition:
A kind of functional entity. A valid occurrence satisfies the following necessary condition:
Definition: An agency set up by a government for the purpose of issuing mortgages.
Model-Generated Definition:
A kind of organization member and responsible party. A valid occurrence satisfies the following necessary conditions:
Definition: a person elected or appointed to administer some aspect of a government
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of legal document and license. A valid occurrence satisfies the following necessary conditions:
Definition: grant of permission needed to legally perform some task, provide some service, exercise a certain privilege, or pursue some business or occupation
Model-Generated Definition:
A kind of constitution.
Definition: a set of rules and principles that define the nature and extent of government
Model-Generated Definition:
A kind of agricultural product.
Definition: A commodity which is a kind of grain, such as wheat.
Model-Generated Definition:
A kind of bond.
Definition: A green bond is a tax-exempt bond issued by federally qualified organizations or by municipalities for the development of brownfield sites. Brownfield sites are areas of land that are underutilized, have abandoned buildings or are underdeveloped, often containing low levels of industrial pollution.
Model-Generated Definition:
A kind of economic indicator.
Definition: an economic indicator representing the broadest measure of aggregate economic activity, measuring the total unduplicated market value of all final goods and services produced within a statistical area in a period
Model-Generated Definition:
A kind of income.
Definition:
Model-Generated Definition:
A kind of performance determination method.
Definition: Performance determined gross of fee. Review: Is this mutually exclusive with the other listed method? It sounds like it is not.
Model-Generated Definition:
A kind of gross income.
Definition:
Model-Generated Definition:
A kind of collection. A valid occurrence may have the following properties:
Definition: a collection of autonomous entities
Model-Generated Definition:
A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:
Definition: an entity that has issued some guarantee for a body incorporated by the issuance of guarantees
Model-Generated Definition:
A kind of secured loan. A valid occurrence satisfies the following necessary conditions:
Definition: Loan secured by guaranty.
Model-Generated Definition:
A kind of contract third party. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that guarantees, endorses, or provides indemnity for some obligation on behalf of some other party
Model-Generated Definition:
A kind of commitment. A valid occurrence may have the following properties:
Definition: a commitment whereby something, such as a debt, cash flows on a debt instrument (e.g., interest payments), or performance of some obligation, is guaranteed if the person or organization with primary liability fails to perform
Model-Generated Definition:
Definition: Hard default. This is defined by the event not being repairable.
Model-Generated Definition:
A kind of fund.
Definition: Definition needed Review notes (EFAMA?) Also only closed ended according to regulations. This is not always a kind of closed fund.
Model-Generated Definition:
A kind of equity exchange published price. A valid occurrence may have the following properties:
Definition: The highest valuation over the period specified. this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be mased on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.
Model-Generated Definition:
A kind of information.
Definition:
Model-Generated Definition:
A kind of mportgage loan contract. A valid occurrence satisfies the following necessary conditions:
Definition: A closed-end mortgage loan or open-end line of credit that is not an excluded transaction for HMDA reporting under US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015. Definition adapted from the Revised HMDA regulatory text.
Model-Generated Definition:
A kind of classifier.
Definition: A type of action taken regarding an application for a HMDA covered loan.
Model-Generated Definition:
A kind of pre-approval request.
Definition: A PreApproval Request for a home purchase loan up to a certain amount, and subject to certain non-credit related conditions. This commitment is entered into after a comprehensive analysis of the credit worthiness of the borrower is carried out. Adapted from the 2015 Revised HMDA regulation.
Model-Generated Definition:
A kind of report. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A report prepared to satisfy HMDA regulatory reporting requirements as described US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015. Definition adapted from the Revised HMDA regulatory text.
Model-Generated Definition:
A kind of partial call allocation.
Definition:
Model-Generated Definition:
A kind of ownership. A valid occurrence satisfies the following necessary condition:
Definition: real or personal property (assets), including but not limited to financial assets, to which one holds title and of which one has possession
Model-Generated Definition:
A kind of right.
Definition: The right to hold a thing
Model-Generated Definition:
A kind of revolving line of credit.
Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.
Model-Generated Definition:
A kind of revolving credit contract. A valid occurrence satisfies the following necessary condition:
Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.
Model-Generated Definition:
A kind of loan pool. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan pool constituent.
Definition: A line of credit defined as a constituent of a Home Equity Line Of Credit Pool.
Model-Generated Definition:
A kind of revolving line of credit tranche. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of institutional unit. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an individual or small group of persons who occupy a housing unit (such as a house or apartment) as their usual place of residence, who pool some, or all, of their income and wealth and who consume certain types of goods and services collectively, mainly housing and food
Model-Generated Definition:
A kind of physical location. A valid occurrence may have the following properties:
Definition: a house, an apartment, a mobile home or trailer, a group of rooms, or a single room occupied as separate living quarters, or if vacant, intended for occupancy as separate living quarters
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating whether the applicant or borrower submitted the application for the covered loan directly to the reporting financial institution
Model-Generated Definition:
A kind of c d o deal. A valid occurrence may have the following properties:
Definition: A CDO which combines features both of the cash and synthetic CDO. This is a CDO with tranches of cash and tranches of synthetic underlying assets. Further notes: So for example an issiue of $550 million may have $500 million in an asset pool and an additional $50 million created via a synthetic asset.
Model-Generated Definition:
A kind of yield calculation formula.
Definition: The calculation method specified by ICMA (formerly ISMA) for determination of yield for fixed-rate bonds.
Model-Generated Definition:
A kind of agency i o tranche.
Definition: REVIEW: Is this a kind of IO Tranche.
Model-Generated Definition:
A kind of option on futures underlying.
Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A transaction in which one interest rate is exchanged for another.
Model-Generated Definition:
A kind of country code scheme and i s o standard.
Definition: [add reference of scheme as ISO Standard plus sub-set]
Model-Generated Definition:
A kind of country code. A valid occurrence satisfies the following necessary conditions:
Definition: The country code standard defined by ISO as ISO 3166. Note that this comes in several defined formats. For dta management purposes the precise format would need to be identified.
Model-Generated Definition:
A kind of technical standard.
Definition: A standard published and mandated by the International Standards Organisation (ISO).
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The context of identification.
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition: A formal scheme defining identification codes for some purpose.
Model-Generated Definition:
A kind of arrangement. A valid occurrence may have the following properties:
Definition: system for allocating identifiers to objects
Model-Generated Definition:
A kind of schematic code. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A textual code which uniquely identifies something.
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary conditions:
Definition: sequence of characters, capable of uniquely identifying that with which it is associated, within a specified context
Model-Generated Definition:
A kind of schematic code identification. A valid occurrence satisfies the following necessary conditions:
Definition: Identification of the scheme under which an Identifier is defined.
Model-Generated Definition:
A kind of legal document. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: any legal document which may be used to verify aspects of a person's identity
Model-Generated Definition:
A kind of illegal organization. A valid occurrence may have the following properties:
Definition: A collection of companies that come together to manipulate the market in some way, e.g. price fixing
Model-Generated Definition:
A kind of organization.
Definition: A kind of organization which has been set up specifically to perform illegal acts or has become such
Model-Generated Definition:
A kind of settlement date rule.
Definition: settlement dates as defined in the IMM settlement dates calendar
Model-Generated Definition:
A kind of settlement date rule.
Definition: a settlement date rule as defined in the IMM settlement dates calendar
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day of the Sydney Futures Exchanges 90-day Bank Accepted Bills Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), one Sydney business day preceding the second Friday of the relevant settlement month
Model-Generated Definition:
A kind of trading date rule.
Definition: the last trading day of the Sydney Futures Exchanges 90-day Bank Accepted Bills Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), one Sydney business day preceding the second Friday of the relevant settlement month
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), Three Month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month
Model-Generated Definition:
A kind of trading date rule.
Definition: the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), Three Month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month
Model-Generated Definition:
A kind of trading date rule.
Definition: the last trading day of the Sydney Futures Exchanges NZ 90 day Bank Bill Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), the first Wednesday after the ninth day of the relevant settlement month
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day of the Sydney Futures Exchanges NZ 90 day Bank Bill Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), the first Wednesday after the ninth day of the relevant settlement month
Model-Generated Definition:
A kind of consequence. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of bullion measurement unit and unit of mass.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of security credit status.
Definition: The issuer has failed to pay somthing that they are contractually obliged to pay.
Model-Generated Definition:
A kind of delinquent loan. A valid occurrence satisfies the following necessary condition:
Definition: Formal notice served.
Model-Generated Definition:
A kind of security trading status.
Definition:
Model-Generated Definition:
A kind of right.
Definition:
Model-Generated Definition:
A kind of adult.
Definition: an adult who is legally identified as not having legal capacity, typically as a result of some inherent physical or mental incapacity or as a result of having contracted some illness which temporarily deprives them of such capacity
Model-Generated Definition:
A kind of relative cashflow.
Definition:
Model-Generated Definition:
A kind of fund unit distribution method.
Definition: Accrued income is not distributed and instead remains reflected within the unit/share price.
Model-Generated Definition:
A kind of net income.
Definition: Gross Profit
Model-Generated Definition:
Definition: Selection of possible methods by which borrower's income was determined.
Model-Generated Definition:
Definition: The textual styling of the legal form of a legally incorporated company, as referred to in the jurisdiction in which it is incorporated and the language of that jurisdiction.
Model-Generated Definition:
A kind of constitution. A valid occurrence satisfies the following necessary conditions:
Definition: A guarantee which is part of the means by which some incorporated entity is incorporated by guarantee.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: any person or organization capable of performing any business party role, such as an individual, a corporation, a partnership, an association, a joint-stock company, a business trust, or an unincorporated organization
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary conditions:
Definition: an indirect shortcut derived from and pointing into, a greater volume of values, data, information or knowledge
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:
Definition: A security where the coupon payments fluctuate according to an "Index" in the sense of non Interest rate e.g. inflation rate, GDP.
Model-Generated Definition:
A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of financial future. A valid occurrence may have the following properties:
Definition: A futures contract on a stock or financial index. For each index there may be a different multiple for determining the price of the futures contract.
Model-Generated Definition:
A kind of financial future standardized terms set. A valid occurrence may have the following properties:
Definition: A set of standard terms for index futures contracts, as set out by the derivatives exchange. Index Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of bond variable coupon.
Definition:
Model-Generated Definition:
A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of tradable debt security redemption terms set. A valid occurrence satisfies the following necessary conditions:
Definition: Terms for payment of the principal. These link the principal amounts to some underlying index or interest rate.
Model-Generated Definition:
A kind of variable principal bond. A valid occurrence satisfies the following necessary condition:
Definition: A bond in which payment of income on the principal is related to a specific price index, such as the Consumer Price Index.
Model-Generated Definition:
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Model-Generated Definition:
A kind of equity option entitlement. A valid occurrence may have the following properties:
Definition: The entitlements to the holder of a basket or index option, comprised in an option contract or transaction supplement.
Model-Generated Definition:
A kind of publisher.
Definition:
Model-Generated Definition:
A kind of arrangement. A valid occurrence may have the following properties:
Definition: system for indexing values, data, information, or knowledge
Model-Generated Definition:
A kind of credit rating.
Definition:
Model-Generated Definition:
A kind of investor. A valid occurrence may have the following properties:
Definition: an investor that is a person, rather than an organization, who may or may not be considered a qualified investor from a legal perspective
Model-Generated Definition:
A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: was Borrower Credit Rating
Model-Generated Definition:
A kind of unilateral commitment.
Definition: a commitment made by some party unilaterally to another specific party
Model-Generated Definition:
A kind of Bank.
Definition: a limited service financial institution that raises funds by selling certificates called 'investment shares' and by accepting deposits
Model-Generated Definition:
A kind of industry sector classifier.
Definition: a classifier for a sector of the economy used for price indices focused on major commodities sold by manufacturers in Canada
Model-Generated Definition:
A kind of formally constituted organization.
Definition: An organization which has membership drawn from members of some industry and acts to serve the interests of those members.
Model-Generated Definition:
A kind of convention. A valid occurrence satisfies the following necessary condition:
Definition: Standard conventions which exist in the public domain but are not enshrined in an existing ISO Standard are defined in this model and published as such.
Model-Generated Definition:
A kind of classification scheme.
Definition: a system for allocating classifiers to organizations by industry sector
Model-Generated Definition:
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
Definition: a standardized classification or delineation for an organization, or possibly for a security representing an interest in a given organization, per some scheme for such delineation, by industry
Model-Generated Definition:
A kind of index linked security. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A bond where the principal amount is linked to an index.
Model-Generated Definition:
A kind of reference factor.
Definition: The factor which is used in determining the principal on an inflation bond. This is used either in calculating the interest payments, in calculating the principal payback or more typically both. Further notes: This is a dated parameter, that is it varies over time.
Model-Generated Definition:
A kind of bond coupon structure type. A valid occurrence may have the following properties:
Definition: Terms for the payment of interest on an Inflation Bond.
Model-Generated Definition:
A kind of index linked principal determination terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms specifying how the principal amount on an Inflation Bond is to be paid down. Further notes: This is typically but not necessarily with reference to the Inflation rate that is referred to for this bond. Further model action: identify and model terms for the case where the bond principal repayments are not pegged to an inflation rate.
Model-Generated Definition:
A kind of bond variable coupon.
Definition:
Model-Generated Definition:
A kind of bond variable coupon terms set. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of formula expression. A valid occurrence satisfies the following necessary condition:
Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.
Model-Generated Definition:
A kind of factor calculation formula. A valid occurrence satisfies the following necessary conditions:
Definition: The formula by which the inflation factor is determined for the bond. This is part of the formula terms.
Model-Generated Definition:
A kind of formula subject. A valid occurrence satisfies the following necessary condition:
Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side. This is the Inflation Bond Factor.
Model-Generated Definition:
A kind of formula argument. A valid occurrence satisfies the following necessary condition:
Definition: The argument of the Inflation Factor calculation formula, which is the inflation factor itself.
Model-Generated Definition:
A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:
Definition: A fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.
Model-Generated Definition:
A kind of economic rate observable. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of swap leg.
Definition:
Model-Generated Definition:
A kind of economic indicator. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing a change in prices of goods and services for a specified period, for a given statistical area
Model-Generated Definition:
A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:
Definition: The inflation rate, as a percentage. This is quoted for a period of time leading up to a specific date or month.
Model-Generated Definition:
A kind of swap. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Draft definition: This is a swap instrument which makes reference to an inflation index.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A transaction in which one leg is based on an inflation rate and the other leg is based on an interest rate (usually or always fixed interest).
Model-Generated Definition:
A kind of de facto control.
Definition: Some influence and control over some entity other than by means of investment in that entity.
Model-Generated Definition:
A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:
Definition: A party which exercises some influence and control over the entity other than by means of investment.
Model-Generated Definition:
A kind of organization.
Definition: An organization which is not formally constituted in some way.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Information in any of its forms.
Model-Generated Definition:
A kind of product.
Definition: a product that is informational in nature, rather than physical
Model-Generated Definition:
A kind of borrower right (please review).
Definition: The right to some information in some context, for example when purchasing some product. The right to full and fair disclosure of
Model-Generated Definition:
Definition: An event which reflects some change in information about something.
Model-Generated Definition:
A kind of capability.
Definition: The inherent potential to be able do a thing. This is the capability of acquiring the ability to do a thing. Further Notes The synonym "Capacity" for this concept is itself is a homonym of Capacity in the sense of the cubic capacity of some vessel. The thing this is a capability of, is the act of learning or acquiring some other ability.
Model-Generated Definition:
A kind of producer price index.
Definition: an economic indicator representing a measure of the rate of change over time in the prices of inputs of goods and services purchased by the producer
Model-Generated Definition:
A kind of temporal entity.
Definition:
Model-Generated Definition:
A kind of temporal entity determination.
Definition: The determination or adjustment of some instant according to some rule.
Model-Generated Definition:
A kind of temporal entity specification.
Definition:
Model-Generated Definition:
A kind of industry sector classifier. A valid occurrence satisfies the following necessary condition:
Definition: a classifier of financial institutions as defined by the National Information Center (NIC) registry
Model-Generated Definition:
A kind of investor.
Definition: an organization that trades large volumes of securities
Model-Generated Definition:
A kind of person.
Definition: a person that resides in an institution for some reason, due, for example, to hospitalization, rehabilitation, or incarceration
Model-Generated Definition:
A kind of functional entity and party in role.
Definition: a party that is capable, in its own right, of owning assets, incurring liabilities, and engaging in economic activities and in transactions with other parties
Model-Generated Definition:
A kind of purposive thing.
Definition: Something which is used to further some purpose or to measure some variable in furtherance of some purpose. Explanatory Note: This may include more abstract or even relative or mediating things such as contracts, put to some purpose. For example, financial instruments. It also include physical measurement instruments (flow meters etc.) in industrial plant.
Model-Generated Definition:
A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
Definition: Parameters that describe some feature of loan pools or mortgage pools, aggregated and defined at the level of the instrument (i.e. the tranche or class of security within the issue).
Model-Generated Definition:
A kind of investment credit rating. A valid occurrence satisfies the following necessary conditions:
Definition: An Instrument Credit Rating, that is the creditworthiness of the investment as determined by a Ratings Agency.
Model-Generated Definition:
A kind of internal rate of return.
Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows for the holder of the financial instrument.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Instrument is issued at par. These instruments are issued at some face value and mature for a value equal to that face value plus interest.
Model-Generated Definition:
A kind of constitution. A valid occurrence satisfies the following necessary conditions:
Definition: Some legal instrument by which some legal entity which is not a natural person is made to exist.
Model-Generated Definition:
A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.
Model-Generated Definition:
A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:
Definition: The weighted average of the time until all maturities on loans in a mortgage-backed or asset backed security. The higher the weighted average to maturity of the loans, the longer the loans in the security have until maturity.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: some law or contract which is instrumental in the existence of some recognized construct such as a restriction
Model-Generated Definition:
A kind of government body and juridical person. A valid occurrence satisfies the following necessary conditions:
Definition: an organization that serves a public purpose and is closely tied to a government, but is not a government agency
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Security is guaranteed by an insurance policy.
Model-Generated Definition:
A kind of non-depository institution.
Definition: a non-depository institution whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies, and that provides compensation based on the happening of one or more contingencies
Model-Generated Definition:
A kind of formal document.
Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section. Later notes: also relevant to Mortgage Indemnity Guaranty, taken out by Lender before pooling a mortgage into a security. This may even be what was intended by "Insurance Backed Guaranty" in the original FIBIM terms. To be determined at further review.
Model-Generated Definition:
A kind of financial service.
Definition: a financial service in which the insurer promises to provide compensation for specific potential future losses in exchange for a periodic payment
Model-Generated Definition:
A kind of interbank rate.
Definition: an interbank rate that is the interest rate at which participating banks are willing to borrow deposits from other banks
Model-Generated Definition:
A kind of interbank rate.
Definition: an interbank rate that represents the mid-point between bid and offer rates
Model-Generated Definition:
A kind of interbank rate.
Definition: an interbank rate that is the interest rate at which participating banks lend money
Model-Generated Definition:
A kind of reference interest rate. A valid occurrence may have the following properties:
Definition: a reference rate that is the rate of interest charged on short-term loans between banks
Model-Generated Definition:
A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an interest rate authority responsible for setting the interbank rate
Model-Generated Definition:
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the cost of using credit, or another's money, expressed as a rate per period of time, payable by a debtor to a creditor in consideration of the credit extended to the debtor
Model-Generated Definition:
A kind of commercial paper. A valid occurrence satisfies the following necessary condition:
Definition: Interest Bearing Commercial Paper is sold at par and has interest rate but only pays interest at maturity.
Model-Generated Definition:
A kind of formula expression. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula. This has separate parameters for Base and Margin. The overall Expression is not modeled but may be additionally described in a free form text field.
Model-Generated Definition:
A kind of formula. A valid occurrence satisfies the following necessary conditions:
Definition: Formula for calculation of Interest.
Model-Generated Definition:
A kind of formula subject. A valid occurrence satisfies the following necessary condition:
Definition: The Subject or Left Hand Side of an Interest Calculation Formula. This is by definition the Interest amount.
Model-Generated Definition:
A kind of amortization type.
Definition:
Model-Generated Definition:
A kind of debt terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: contract terms for payment of interest on a debt
Model-Generated Definition:
A kind of monetary measure and rate. A valid occurrence may have the following properties:
Definition: an amount charged, expressed as a percentage of principal, by a lender to a borrower for the use of assets
Model-Generated Definition:
A kind of financial information publisher and financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: an authority responsible for the publication of some interest rate
Model-Generated Definition:
A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of financial future.
Definition: An Interest Rate Future is a futures contract with an interest-bearing instrument as the underlying asset.
Model-Generated Definition:
A kind of underlying on future. A valid occurrence satisfies the following necessary condition:
Definition: The debt instrument which is the underlying of an Interest Rate Future contract.
Model-Generated Definition:
A kind of financial future standardized terms set.
Definition: A set of standard terms for interest rate futures contracts, as set out by the derivatives exchange. Interest Rate Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of option contract on futures. A valid occurrence satisfies the following necessary condition:
Definition: An option on some underlying interest rate. If the option is exercised, delivery is in the frorm of the corresponding interest rate future.
Model-Generated Definition:
A kind of option exercise time terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms for the exercise of the Interest Rate Option.
Model-Generated Definition:
A kind of swap stream event.
Definition:
Model-Generated Definition:
A kind of interest rate derivative instrument and swap that can be recognized when an occurrence meets one of the following conditions:
Definition: a swap in which the underlier for one or both legs is an interest rate
Model-Generated Definition:
A kind of swap leg that can be recognized when an occurrence meets the following condition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments
Model-Generated Definition:
A kind of market parameter timed value (please review). A valid occurrence may have the following properties:
Definition: The quoted value of the interest rate at the specified time and date. Term agreed; name changed from Interest Rate Value.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of s t r i p. A valid occurrence may have the following properties:
Definition: A Debt Instrument which consists of the interest component alone, of a Debt Security.
Model-Generated Definition:
A kind of analytical information. A valid occurrence may have the following properties:
Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of debt price spread.
Definition: The spread determined internally within the organisation from information available at their own trading desks. Further Notes Internal prices within a bank would be determined by surveying their own traders. So e.g. corporate desk trades these 30 bonds, get the daily spreads on those at the end of the day and calculate the price. The traders determine the pricing during the based on market movements. (this is all for OTC traded bonds, not exchange traded bonds).
Model-Generated Definition:
A kind of equity instrument and exchange traded security. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Certificate which represent ownership of an underlying Equity.
Model-Generated Definition:
A kind of electronic funds transfer service and foreign exchange service.
Definition: an electronic funds transfer (EFT) service involving the transfer of funds across national borders, that may also involve currency conversion
Model-Generated Definition:
A kind of body of law.
Definition: The set of rules generally regarded and accepted as binding in relations between states and nations.
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) 90-Day Bank Accepted Futures and Options product, one Sydney business day preceding the second Friday of the relevant settlement month
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month
Model-Generated Definition:
A kind of trading date rule.
Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) New Zealand (NZ) 90-Day Bank Accepted Futures and Options product, the first Wednesday after the ninth day of the relevant settlement month
Model-Generated Definition:
A kind of settlement date rule.
Definition: a settlement date rule as defined in the International Money Market (IMM) settlement dates calendar
Model-Generated Definition:
A kind of security identifier. A valid occurrence may have the following properties:
Definition: a security identifier that is defined as specified in ISO 6166, Securities and related financial instruments -- International securities identification numbering system (ISIN)
Model-Generated Definition:
A kind of registration scheme and security identification scheme. A valid occurrence may have the following properties:
Definition: a formal definition of the structure and application of a ISINs as defined in ISO 6166
Model-Generated Definition:
A kind of derived price.
Definition: A price determined by interpolation between available price figures, using some algorithm or curve.
Model-Generated Definition:
A kind of temporal entity. A valid occurrence satisfies the following necessary condition:
Definition: A Proper Interval, i.e. an Interval whose beginnign and end are different Note: we have ignored the distinction in the W3C suggested OWL ontology for Time, which has Interval and Proper Interval as separate types of Thing.
Model-Generated Definition:
A kind of security price.
Definition:
Model-Generated Definition:
A kind of floater tranche.
Definition:
Model-Generated Definition:
A kind of investment or deposit account. A valid occurrence satisfies the following necessary conditions:
Definition: an account that provides a record of deposits of funds and/or securities held at a financial institution
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary condition:
Definition: The party that provides investment guidance at a fee. Definition origin:EFAMA DD
Model-Generated Definition:
A kind of business and financial institution.
Definition: a financial service provider that performs a variety of services. Investment banks specialize in large and complex financial transactions such as underwriting, acting as an intermediary between a securities issuer and the investing public, facilitating mergers and other corporate reorganizations, and acting as a broker and/or financial adviser for institutional clients.
Model-Generated Definition:
A kind of purposive amount. A valid occurrence satisfies the following necessary conditions:
Definition: Capital employed for some investment purpose Editorial Note: In one sense, all capital is by definition employed for some investment purpose and this is the meaning of capital. However, this model expresses the concept of capital at two levels of relative use: 1. Capital as an economic resource (something which can be seen to be of come value because it may be put to some purpose ("Capital") 2. Capital when described from the perspective of being used for the purposes for which capital is intended, i.e. investment (whether by a speculative investor, or from the perspective of an entrepreneur as in capitlizing an endeavor). This is given the label "Investment Capital" In day to day usage the word "Capital" ranges across both meanings.
Model-Generated Definition:
A kind of non-depository institution.
Definition: Any issuer which: (a) is or holds itself out as being engaged primarily, or proposes to engage primarily, in the business of investing, reinvesting, or trading in securities; (b) is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or has been engaged in such business and has any such certificate outstanding; or (c) is engaged or proposes to engage in the business of investing, reinvesting, owning, holding, or trading in securities, and owns or proposes to acquire investment securities having a value exceeding 40 per centum of the value of such issuer's total assets (exclusive of Government securities and cash items) on an unconsolidated basis
Model-Generated Definition:
A kind of credit rating and published information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The creditworthiness of an investment as determined by a Ratings Agency. Further notes: Anything can be bought and sold can have a rating. Credit rating can be assigned to an instrument, an organization, even a person. The rating is assigned to any kind of instrument that the organization etc. issues. Use Wikipedia credit rating definition Long term, short term and generic ratings The rating differentiates between short and long term (not sure about generic). In all systems these are differentiated. This relates to how long the holder might hold the thing. Or does it? The agencies offer two different servies and you pay 2 different fees for short and long. ACTION: to find The codes themselves are different. So it's not AAA etc. for short term it's something else. so the thing we've been thinking about is actually long term ratings.
Model-Generated Definition:
A kind of equity. A valid occurrence satisfies the following necessary condition:
Definition: equity that represents an ownership interest in some entity, but may or may not take the form of stockholder's equity
Model-Generated Definition:
A kind of credit institution or investment firm.
Definition: any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis
Model-Generated Definition:
A kind of business goal.
Definition: A goal for which is to be achieved by investments within an investment institution.
Model-Generated Definition:
A kind of mortgage loan (please review).
Definition: A loan for a second or subsequent property which is taken out for investment purposes.
Model-Generated Definition:
A kind of mortgage loan contract (please review).
Definition: A loan for a second or subsequent property which is taken out for investment purposes.
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of financial service account.
Definition: an account associated with a product or service that requires the account holder to provide funds for management by the account provider
Model-Generated Definition:
A kind of account. A valid occurrence satisfies the following necessary conditions:
Definition: An account containing a number of financial instruments along with cash positions in one or more currencies.
Model-Generated Definition:
A kind of purpose.
Definition:
Model-Generated Definition:
A kind of statute law.
Definition: A body of law dealing with investment regulation.
Model-Generated Definition:
A kind of regulatory requirement. A valid occurrence satisfies the following necessary condition:
Definition: A requirement laid down in law for investment regulation.
Model-Generated Definition:
A kind of legal restriction. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Restrictions applicable to a financial instrument as provided for in a body of Law.
Model-Generated Definition:
A kind of financial service.
Definition: a financial service designed to assist investors in using capital to create more money, either through income-producing vehicles or through more risk-oriented ventures to result in capital gains, including but not limited to providing investment advice, asset and portfolio management, brokerage services, and so forth
Model-Generated Definition:
A kind of business strategy. A valid occurrence satisfies the following necessary condition:
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific investment goal.
Model-Generated Definition:
A kind of de facto control. A valid occurrence may have the following properties:
Definition: Control which arises through some investment in some entity, other than as the holding of constitutional equity (shares etc.) in that entity.
Model-Generated Definition:
A kind of de facto controlling interest party and investor. A valid occurrence satisfies the following necessary condition:
Definition: A party which exercises some degree of de facto control based on some investment which they hold in the entity.
Model-Generated Definition:
A kind of entity owner. A valid occurrence satisfies the following necessary conditions:
Definition: a party that owns some stake in some organization by way of investment
Model-Generated Definition:
A kind of written contract. A valid occurrence satisfies the following necessary condition:
Definition: Contract setting out the terms under which some investor invests in the entity and setting out the rights which are conferred on that investor.
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of legal holding restriction.
Definition: a legal holding restriction that specifies where holders of a security may be domiciled
Model-Generated Definition:
A kind of date period.
Definition: the number of days from the start of the calculation period to the scheduled end date of the period
Model-Generated Definition:
A kind of date period.
Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period
Model-Generated Definition:
A kind of explicit duration.
Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction
Model-Generated Definition:
A kind of explicit duration.
Definition: FpML: 'The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.'
Model-Generated Definition:
A kind of explicit date.
Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification
Model-Generated Definition:
A kind of explicit date.
Definition: a date that equates to a calendar date with no adjustments and with no reference to any date specification
Model-Generated Definition:
A kind of regular schedule.
Definition: a parametric schedule as defined and used in FpML messages for swapstreams where interest is accrued and paid
Model-Generated Definition:
A kind of regular schedule.
Definition: a parametric schedule as defined and used in FpML messages for swapstreams where interest is accrued and paid
Model-Generated Definition:
A kind of date.
Definition: the date on which the schedule event occurs in some ISDA FpML parametric schedule specification
Model-Generated Definition:
A kind of date.
Definition: the date on which the schedule event occurs in some ISDA FpML parametric schedule specification
Model-Generated Definition:
A kind of schedule stub.
Definition: irregular first and last periods in an ISDA FpML parametric schedule, which are not part of the regular date periodic sequence
Model-Generated Definition:
A kind of schedule stub.
Definition: irregular first and last periods in an ISDA FpML parametric schedule, which are not part of the regular date periodic sequence
Model-Generated Definition:
A kind of calculated date.
Definition: a date determined by the application of some rule cited by ISDA
Model-Generated Definition:
A kind of calculated date.
Definition: a date determined by the application of some rule cited by ISDA
Model-Generated Definition:
Definition: Financial instruments are cash, evidence of an ownership interest in an entity, or a contractual right to receive, or deliver, cash or another financial instrument.
Model-Generated Definition:
A kind of investment credit rating. A valid occurrence satisfies the following necessary condition:
Definition: The creditworthiness of the overall issue as determined by a Ratings Agency.
Model-Generated Definition:
A kind of security lifecycle status.
Definition: The security has been issued into the secondary market.
Model-Generated Definition:
A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:
Definition: An agency mortgage pool which has been securitized as part of an agency Mortgage Backed Security.
Model-Generated Definition:
A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:
Definition: A non agency mortgage pool which has been securitized as part of a tranched Mortgage Backed Security.
Model-Generated Definition:
A kind of pool of individual debts. A valid occurrence satisfies the following necessary condition:
Definition: A pool of individual debts (such as loans or mortgages) which is securitized as part of the issue of some security.
Model-Generated Definition:
A kind of debt. A valid occurrence may have the following properties:
Definition: debt that is set out by the borrower in some form of financial security in which the lender is the holder or counterparty of that security
Model-Generated Definition:
A kind of stockholders' equity.
Definition: externally-held stockholders equity that may be transferred from one party to another
Model-Generated Definition:
A kind of contract originator. A valid occurrence satisfies the following necessary conditions:
Definition: any party who issues (or proposes to issue, in a formal filing) any financial instrument, where a party can be a natural person, company, government, or political subdivision, agency, or instrumentality of a government
Model-Generated Definition:
A kind of investment credit rating.
Definition:
Model-Generated Definition:
A kind of registry identifier. A valid occurrence satisfies the following necessary condition:
Definition: a numbering system that allows a credit, debit, or other card to be identified as having been issued by a particular financial institution
Model-Generated Definition:
A kind of partial call allocation.
Definition:
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: No definition in selection list.
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: No definition.Term put here from memory. 02 Dec changed from Japanese Yield to Japanese Simple Yield. note hat Japanese Compound yield also here (from FIBIM or anothe rlist, added 25 nov with the rest).
Model-Generated Definition:
A kind of London Interbank Offered Rate.
Definition:
Model-Generated Definition:
A kind of loan borrower.
Definition: Any additional borrower(s) whose name(s) appear on loan documents and whose income and credit history are used to qualify for the loan. Under this arrangement, all parties involved have an obligation to repay the loan. For mortgages, the names of applicable joint borrowers also appear on the property's title.
Model-Generated Definition:
A kind of entity controlling party. A valid occurrence may have the following properties:
Definition: Some group of entities which collectively are able to direct the affairs of some business organization
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
Definition: Guaranty provided by two or more parties jointly and severally.
Model-Generated Definition:
A kind of stock corporation.
Definition:
1. In the UK, the original (17th century) name for a corporation in which the liability of the owners is limited to the nominal value of the stock (shares) held by them.
2. In the US, a corporation with unlimited liability for the shareholders. Investors in a US joint stock company receive stock (shares) which can be transferred, and can elect a board of directors, but are jointly-and-severally liable for companys debts and obligations. A US joint stock company cannot hold title to a real property.
Model-Generated Definition:
A kind of formally constituted organization. A valid occurrence may have the following properties:
Definition: A formal venture between two or more business entities
Model-Generated Definition:
A kind of entity controlling party.
Definition: a party in the role of joint venture partner to some venture
Model-Generated Definition:
A kind of branch of government. A valid occurrence satisfies the following necessary condition:
Definition: a branch of government that comprises the system of courts that interprets and applies the law in the name of the supranational, national, federal, or regional government, depending on its jurisdiction
Model-Generated Definition:
A kind of trigger event.
Definition: The event which triggers the Jump Z
Model-Generated Definition:
A kind of trigger event. A valid occurrence satisfies the following necessary condition:
Definition: The reversal of the event which triggers the Jump Z
Model-Generated Definition:
A kind of Seniority.
Definition:
Model-Generated Definition:
A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The most junior class of equity issued by a company. On the event of the company being wound up, holders of this class of equity have a call on the assets of the company only after the more senior classes of equity.
Model-Generated Definition:
A kind of equity priority terms.
Definition: The precise terms which define the seniority of this class of Equity. This is equity which has the lowest call on the assets of the issuer in the event of it being wound up, i.e. after Senior Equity and (if issued) other classes of equity.
Model-Generated Definition:
A kind of formal organization and legal entity.
Definition: an entity, as a firm, that is not a single natural person, as a human being, authorized by law with duties and rights, recognized as a legal authority having a distinct identity, a legal personality
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the limits or territory within which authority may be exercised; the power, right, or authority to interpret and apply the law
Model-Generated Definition:
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
Definition: Strategy which is jurisdiction based.
Model-Generated Definition:
A kind of closing price determination method.
Definition: Official declared price.
Model-Generated Definition:
A kind of duration analytic.
Definition:
Model-Generated Definition:
A kind of option feature.
Definition: An option which comes into existence if the knock-in event happens. It works exactly the reverse of a knock-out. In a knock-in, an option comes into existence if a certain level is hit.
Model-Generated Definition:
A kind of option feature.
Definition: An option which ceases to exist if the knock-out event occurs. A knock out happens when a particular level is hit (like the Swiss franc touching the level of 1.10 against the dollar), when the option ceases to exist.
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition: A duration defined as a known number of calendar days.
Model-Generated Definition:
A kind of date and known temporal thing. A valid occurrence satisfies the following necessary condition:
Definition: A date which is explicitly known i.e. a calendar date.
Model-Generated Definition:
A kind of known calendar duration. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of known time offset. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of duration and known temporal thing. A valid occurrence satisfies the following necessary condition:
Definition: The specification of a period of time. This is denominated in time units but is not a Date Time and so is not defined using "Time" or "Date". Instead it uses Temporal Units
Model-Generated Definition:
A kind of known temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of known temporal thing and time offset. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
Definition: The terms of the LPN contract which define the facliity.
Model-Generated Definition:
A kind of productivity.
Definition: a ratio of a quantity index of gross output to a quantity index of labor input
Model-Generated Definition:
A kind of productivity.
Definition: a ratio of a quantity index of value added to a quantity index of labor input
Model-Generated Definition:
A kind of geophysical location.
Definition: Some parcel or subdivision of land.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of schematic code. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of name.
Definition:
Model-Generated Definition:
A kind of equity exchange published price. A valid occurrence may have the following properties:
Definition: The last (or most recent) valuation. This is an actual trade price not a derived price MDDL
Model-Generated Definition:
A kind of contractually determined date.
Definition: The scheduled date of the last regular coupon payment, that is the last of the payments that are made according to a regular repeating series of coupon periods, before any non standard (long or short) last coupon period in the schedule.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: a system of rules and guidelines which are enforced through social institutions to govern behavior
Model-Generated Definition:
Definition: The manager of the syndicated loan is the party whic horganizes the potential lenders into a syndicate and arranges the details of the or any potential loan.
Model-Generated Definition:
A kind of account. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of balance.
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: any party that has been legally empowered to act on behalf of another party
Model-Generated Definition:
A kind of legal construct. A valid occurrence may have the following properties:
Definition: the capacity to carry out certain actions or to have certain rights
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: something which is conferred by way of law or contract, such as a right
Model-Generated Definition:
A kind of document.
Definition: a written or printed paper that bears the original, official, or legal form of something and can be used to furnish decisive evidence or information
Model-Generated Definition:
A kind of legal person. A valid occurrence satisfies the following necessary conditions:
Definition: a partnership, corporation, or other organization having the capacity to negotiate contracts, assume financial obligations, and pay off debts, organized under the laws of some jurisdiction
Model-Generated Definition:
A kind of organization identifier. A valid occurrence satisfies the following necessary condition:
Definition: an organization identifier that uniquely identifies a legal entity as defined in ISO 17442
Model-Generated Definition:
A kind of organization identification scheme. A valid occurrence may have the following properties:
Definition: the scheme that defines the LEI
Model-Generated Definition:
A kind of securities restriction.
Definition: a security restriction applicable to holding the security
Model-Generated Definition:
A kind of name. A valid occurrence may have the following properties:
Definition: The full legal name of an entity.
Model-Generated Definition:
A kind of contingent obligation. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: any entity which can incur legal obligation and can be sued at law
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of status. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The status of some legal proceeding at some point in time.
Model-Generated Definition:
Definition: The status of any legal proceedings.
Model-Generated Definition:
A kind of securities restriction. A valid occurrence may have the following properties:
Definition: a securities restriction that is mandated by law or regulation
Model-Generated Definition:
A kind of restriction. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A Restriction defined in a body of Law.
Model-Generated Definition:
A kind of contingent right. A valid occurrence satisfies the following necessary condition:
Definition: A right conferred by some law.
Model-Generated Definition:
A kind of contractual option. A valid occurrence may have the following properties:
Definition: The option, that is the right but not the obligation, to enter into a Swap transaction at some time in the future under terms defined in the Swaption contract.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Legal regimen of a country consisting of (1) a written or oral constitution, (2) primary legislation (statutes) enacted by the legislative body established by the constitution, (3) subsidiary legislation (bylaws) made by person or bodies authorized by the primary legislation to do so, (4) customs applied by the courts on the basis of traditional practices, and (5) principles or practices of civil, common, Roman, or other code of law.
Model-Generated Definition:
A kind of adult.
Definition: a person who has attained the age of majority as defined by given jurisdiction and is allowed to conduct a business or any other occupation on his or her own behalf or for their own account
Model-Generated Definition:
Definition: a person who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account
Model-Generated Definition:
A kind of controlling party. A valid occurrence may have the following properties:
Definition: a party having some legal control of some entity
Model-Generated Definition:
A kind of physical location. A valid occurrence satisfies the following necessary condition:
Definition: An address which is considered suitable for service of legal documents.
Model-Generated Definition:
A kind of corporation and foundation.
Definition: A foundation with independent legal personhood.
Model-Generated Definition:
A kind of corporation and partnership. A valid occurrence satisfies the following necessary condition:
Definition: Any partnership which is defined as a legal person within a given jurisdiction, for example a limited liability partnership (if that is a legal person).
Model-Generated Definition:
A kind of partner. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that is a member or partner in a legally incorporated partnership such as an LLC or LLP
Model-Generated Definition:
A kind of branch of government.
Definition: the law-making body of a political unit, usually a national government, that has power to enact, amend, and repeal public policy
Model-Generated Definition:
A kind of organization.
Definition: An organization that exists to serve some lawful purpose
Model-Generated Definition:
A kind of creditor. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of contract party and creditor. A valid occurrence satisfies the following necessary condition:
Definition: a party that extends credit or money to a borrower with the expectation of being repaid, usually with interest
Model-Generated Definition:
A kind of classifier.
Definition: Indicates whether the lender has the primary lien position
Model-Generated Definition:
Definition: Rights on the lender to protect them against loss. furthe rNtoes: Logically, considering the two parties, they both have protecxtion mechanisms. so while the lender has protecxtion mechanisms through mortgage insurance, and the consumer has protextion mechanisms such as good faith estimates. also the agencies (see Consumer Protection Agency), an instance of which is the CFPB in the US (just set up). Lender rights are: - expressed in the Contract Consumer protection develops becaues the contract is written by the potential Lender. So the rights are introcued to rectify the imbalance between the two parties. Same goes for insurance. consumer protection laws (governe dby the relevant consumer protection agency. So the lender protexts itself as it writes th contract AND does the things it needs to do to protext itself, but on the approval process, and with later instruments such as insurance. Interestingly., it is the Borrower who pays for this by paying for credit reports etc. So the borrower protects itself by other mechanisms. Caveat emptor - displaced by regulation (the buyer is protected by regulation). Uberimae Fidae - in the utmost good faith. Mortgage Insurance is an additional means of mitigating the risk, that the lended may have., so if the information assessed is not accurate, or if the borrower's situation changes for the worse. then the risk rating may go down. So the Mortgage Insurance is a further strategy which mitigates any shortfall in the Lender Righrs that you may have - ie someone guarantees. In the US you can also avoid that by having paid a deposit. PIMI: Principal, Interst and Morgage Insurance. So the Borrower pays towards the MI, esxcept if they have paid a given amount as deposit. there are 2 types of MI: 1. protects the lender in the event of borrower degault 2. Insurance for "Incapacity to pay the mortage" (these can be bought off the shelf - can combine health, unemployment etc.). - this is the Borrower mitigating their own risk. Prevents foreclosure. Similar to general sickness etc. Where the lender charges for MI, the cost is passed onto the Borrower. e.g. if there is a % valuation (e.g. 70% in Aus, 80% in US for example) then no insurance is required.
Model-Generated Definition:
A kind of contractual commitment.
Definition: Some commitment to enter into some lending arrangement at some point in the future.
Model-Generated Definition:
A kind of investment goal.
Definition: Reasons for extending loans and credit, i.e. the organisation has a goal to create capital growth by extending credit or making loans.
Model-Generated Definition:
A kind of Dimension.
Definition:
Model-Generated Definition:
A kind of written information. A valid occurrence satisfies the following necessary condition:
Definition: A letter from a bank or other creditworthy institution setting out the holder's ability to access credit.
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Guaranty takes the form of a letter of credit, ie, a document issued by a bank guaranteeing the payment up to a stated amount for a specified period.
Model-Generated Definition:
A kind of party in role.
Definition: The party which issues a Letter of Credit.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of contract terms set.
Definition: Terms setting out the apportionment of liabilities for debts or other liabilities accrued by some formal business organization.
Model-Generated Definition:
A kind of legal capacity. A valid occurrence may have the following properties:
Definition: the ability to be sued at law
Model-Generated Definition:
A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of London Interbank Offered Rate and overnight rate.
Definition:
Model-Generated Definition:
A kind of agreement. A valid occurrence satisfies the following necessary condition:
Definition: grant of permission needed to do something
Model-Generated Definition:
A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:
Definition: A contract conferring certain rights and obligations on the holder of the contract (the licensee) who is generally unknown to the license issuer (the licensor).
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier associated with a license
Model-Generated Definition:
A kind of legal agent, licensee, and responsible party.
Definition: any individual who is licensed to perform a legally binding function, and who has been legally empowered to act on behalf of another party
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: a party to whom a license has been granted
Model-Generated Definition:
A kind of transferable contract holder.
Definition: The holder of a license such as a software license.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
Definition: a party who grants a license
Model-Generated Definition:
A kind of contract originator.
Definition: The issuer of a license such as a software llicense.
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
Definition: Guaranty takes the form of a lien, that is a creditor's claim against property, eg, a mortgage is a lien against a house.
Model-Generated Definition:
A kind of debt instrument analytical parameter.
Definition: Some measure of the life of a security, other than the actual time to maturity itself. This is a derived figure, based on certain parameters as appropriate to that type of instrument, to give a figure that is equivalent to and similar to the basic maturity of the instrument, for the purposes of analysing that security.
Model-Generated Definition:
A kind of entity controlling party. A valid occurrence satisfies the following necessary condition:
Definition: Some individual entity which is able to direct the affairs of some business organization to a specific degree.
Model-Generated Definition:
A kind of de facto control. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The ability to direct the affairs of some entity within prescribed limits. Those limits are described in terms of activities which the entity holding such control may cause the controlled entity to carry out.
Model-Generated Definition:
A kind of guaranty. A valid occurrence may have the following properties:
Definition: A guaranty which is given up to a given amount or proportion of the loan. Generally specified as a monetary amount and is specified by the lender, so the bank may say 75% of valuation and they only have 60% of valuation available, to an additional limited guaranty would cover the missing 15% up to the point where the primary borrower's equity would meet the standard conditions of the loan. At that point the limited guaranty ceases.
Model-Generated Definition:
A kind of partner. A valid occurrence satisfies the following necessary condition:
Definition: A partner in a partnership whose liabilities are limited to the extent of their equity holding or guarantees
Model-Generated Definition:
A kind of issued equity and partnership equity.
Definition: equity in a partnership held by limited partners; this is not accompanied by any liability capability on the part of the holders of this equity.
Model-Generated Definition:
A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:
Definition: A limited partnership is a form of partnership similar to a general partnership, except that in addition to one or more general partners (GPs) there are one or more limited partners (LPs).
Model-Generated Definition:
A kind of security contractual restriction. A valid occurrence may have the following properties:
Definition: Restrictions on ownership or transfer of the Units.
Model-Generated Definition:
A kind of general obligation municipal bond.
Definition: A limited-tax general obligation pledge asks the issuing local government to raise property taxes if necessary to meet existing debt service obligations. However, this increase is bounded by a statutory limit. With limited-tax general obligation pledges, governments can still use a part of already-levied property taxes, use another stream of income, or raise property taxes to an amount equating to existing debt service payments to answer its debt obligations.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a description of a product or service including its unit cost, number of units and total cost
Model-Generated Definition:
A kind of option payout commitment.
Definition: The commitment to pay out on a straight vanilla option.
Model-Generated Definition:
A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms governing the payment commitment on a vanilla option.
Model-Generated Definition:
A kind of asset. A valid occurrence satisfies the following necessary condition:
Definition: Precise definition needed for liquidity, and check that it is modeled accordingly.
Model-Generated Definition:
A kind of bond and exchange traded security. A valid occurrence satisfies the following necessary condition:
Definition: A security that is a bond and is traded on an exchange.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: A Market defined as being a number of exchanges or trading venues in a particular marketplace or area.
Model-Generated Definition:
A kind of registered security. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a registered security listed on a specific exchange
Model-Generated Definition:
A kind of security identifier. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a security identifier issued in the public domain and referred to in listings and other relevant publications
Model-Generated Definition:
A kind of closing price determination method.
Definition: only associated with a closing price
Model-Generated Definition:
A kind of legal capacity.
Definition: the legal capacity to pursue a litigation action in law
Model-Generated Definition:
Definition: The age of the loan.
Model-Generated Definition:
A kind of applicant. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of application. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A request of a potential borrower to a potential lender to borrow money. It contains information used to decide whether to grant the loan.
Model-Generated Definition:
A kind of application information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A loan which is being applied for and has not yet been disbursed.
Model-Generated Definition:
A kind of loan application status.
Definition:
Model-Generated Definition:
A kind of loan application status.
Definition:
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Information about the borrower in relation to the loan. Specifically this is a bundle of information whose purpose is to identify the borrower and to assess their ability to pay (credit worthiness etc.)
Model-Generated Definition:
A kind of phase.
Definition:
Model-Generated Definition:
A kind of status.
Definition:
Model-Generated Definition:
A kind of loan third party (please review).
Definition: That party which appraises the borrower for the purposes of the loan.
Model-Generated Definition:
A kind of loan payment status (please review) and loan snapshot or status (please review). A valid occurrence may have the following properties:
Definition: Arrears describes the whole period where a loan is either delinquent or in default. [mixed bag of types of Status] formerly Loan Status. Now: The status of arrears performance at any given time in the life of the loan (e.g. present, series of dated past values).
Model-Generated Definition:
A kind of loan application status.
Definition:
Model-Generated Definition:
A kind of dated balance. A valid occurrence may have the following properties:
Definition: The outstanding balance on a loan at a particular point in time.
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of borrower, contract counterparty, and loan party. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The Borrower of the Loan. This is the party which draws down the offered credit in the form of a loan under conditions agreed in the Loan Contract to which the Borrower is party.
Model-Generated Definition:
A kind of contractually conferred commitment. A valid occurrence may have the following properties:
Definition: The commitment of a given borrower to be a borrower and to repay this loan.
Model-Generated Definition:
A kind of collateral. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written. PoC equivalent term definition and note: Collateral is property collateral or additional collateral associated with a loan or mortgage loan (PoC data note) There are foreign key attributes of collateral coupling it to collateral provider and to loan.
Model-Generated Definition:
A kind of written contract.
Definition: Contract in which the borrower of a collateralized securied loan agrees the terms on which the collateral is made available to the Lender.
Model-Generated Definition:
A kind of debt terms.
Definition: Conditions which must be met by the Borrower during the course of the loan. Breach of these conditions will have predetermined consequences.
Model-Generated Definition:
A kind of credit agreement and written contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An agreement whereby one party extends money or credit to another party with the agreement that the borrowed money will be repaid according to specific terms
Model-Generated Definition:
A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The Contract which embodies a loan from one party (the Lender) to another party (the Borrower).
Model-Generated Definition:
A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence may have the following properties:
Definition: [no definition] Further Review This is typically part of mortgagte servicing. THere would typically be a whole department dealing with this. Dealing with default, helping borrowers make payment Collections Default admin Foreclosure Reselling All dealt with by several sub departments. This requires subject matter experts in this area. 1. scoping Identify default as a possible state. This hands off to other business processes. Once you get into the default scenario we are talking about a proces that is going to fall into place over a period of time. The bank works out what to do with the default scenario, e.g. whether it restructures, forecloses, seeks restitution from the security (collateral). It does nto help us to understand the structure of the loan, rather tha consequences of the loan. If we were to further explore the default detail we would bring in other SMEs. And we would have to model a process flow. 1.1 impact on the pool of an MBS Loan Default Proceeding (special ase of legal thing) is an aspect of Default Management / Administratoin. there is also the State of the Loan. Sale / something / fulfilment / fiunduing / approved = servicing mode. Something happens (non payment) => Default Grace Period followed by negotiation. Some threshold whereby after a given amount of delinquency it needs to go into some other process moving towards foreclosure. Do State Diagram. Stages of loan.
Model-Generated Definition:
A kind of legal proceeding status (please review). A valid occurrence satisfies the following necessary condition:
Definition: The status of loan default legal proceeding at some point in time.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of debt finance. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An amount of money, drawn down by one party (the borrower) from a credit tranche made available by another party (the lender) at a specific point in time. Formal terms for the loan are defined in a Loan Contract.
Model-Generated Definition:
A kind of loan early prepayment terms. A valid occurrence may have the following properties:
Definition: Early repayment penalty in the event of the loan being paid off without any refinancing with the same lender.
Model-Generated Definition:
A kind of loan early prepayment terms. A valid occurrence may have the following properties:
Definition: Early repayment penalty in the event of the loan being paid off in order to refinance with the same lender.
Model-Generated Definition:
A kind of loan prepayment terms set. A valid occurrence may have the following properties:
Definition: Terms governing the prepayment in full of a loan early in the life of that loan.
Model-Generated Definition:
A kind of loan interest payment terms.
Definition:
Model-Generated Definition:
A kind of loan interest payment terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of contract guarantor and loan third party (please review). A valid occurrence may have the following properties:
Definition: Guarantor, that is the party which provides some guaranty for the loan.
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary condition:
Definition: A guaranty given by some party in respect of some loan.
Model-Generated Definition:
A kind of identification scheme.
Definition: A scheme for formal identification of loans. Further notes: May be a published, public scheme or an internal scheme. MAy not be a database-specific key.
Model-Generated Definition:
A kind of identifier.
Definition: A formal identification code allocated to loans.
Model-Generated Definition:
A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:
Definition: A commitment by the borrower of a loan to pay interest on that loan or on amounts of that loan.
Model-Generated Definition:
A kind of interest payment terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contractual terms governing the payment of interest on the loan.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: This is also a timed variable with a present value and a time series of past values. What is it? A record of the rates that may have been charged in a variable rate loan. Therefore, this variable is the "Interest Rate" of the loan. It is a "Dated Parameter" - dates are taken care of in the upper mode of Variable Parameters.
Model-Generated Definition:
A kind of contract principal, lender, and loan party.
Definition:
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of contract guarantor and loan third party (please review).
Definition: Mortgage Indemnity Guaranty (MIG) provider. Further notes: SME Review notes 16 Sept: Guaranty - mortgage insurance e.g. insure up to 80% exposure. When you get into indemnification, then for instance if the product doesn't meet the investor's requirement such that if it doesn't get paid then the lender steps in and takes the hit for the loan - this is usually a precondition for securitizing (issuing) the loan in a pool. If the loan is not going to be sold on the secondary market there would be no need to indemnify that loan so this term would not apply. Indemnification is insurance for the investor, while the lender is the one providing that indemnification.
Model-Generated Definition:
A kind of industry sector classifier.
Definition: Specifies the market domain in which the loan product is offered.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: THe length of time from the present until the loan or mortgage matures, that is the date when the last of the principal is paid off along with all interest.
Model-Generated Definition:
A kind of offering. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A generic loan product offered to the public, or a specific offer tailoered to particular circumstances aimed at one potential borrower.
Model-Generated Definition:
A kind of loan prepayment terms set. A valid occurrence may have the following properties:
Definition: Terms governing prepayments of the principal on a loan by the borrower throughout the life of the loan.
Model-Generated Definition:
A kind of financial service account.
Definition: an account associated with a service in which the account holder receives funds from the account provider under certain terms and conditions for repayment
Model-Generated Definition:
A kind of loan third party (please review). A valid occurrence may have the following properties:
Definition: The party which finds the lender for the loan, for the borrower.
Model-Generated Definition:
A kind of loan phase.
Definition:
Model-Generated Definition:
A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:
Definition: A facility formed as part of a LPN which can be drawn down by the borrower.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of party in role.
Definition: A Party to the Loan.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Add in here the terms on payment history related terms which are in the "Loan Contract" set.
Model-Generated Definition:
Definition: The schedule for payments made by the borrower.
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:
Definition: The current performance of the loan, as one of a list of possible statuses.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of phase.
Definition:
Model-Generated Definition:
A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A number of loans, combined into a single pool and used as an asset.
Model-Generated Definition:
A kind of debt pool analytical parameter.
Definition: A measure of some aspect of a pool of loans.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: A loan constituent of a Loan Pool.
Model-Generated Definition:
A kind of analytics calculation model. A valid occurrence satisfies the following necessary condition:
Definition: Model of the prepayments of loans in a pool of individual loans, such as a mortgage pool or loan pool.
Model-Generated Definition:
A kind of credit agremeent terms set.
Definition: Conditions which must be met before a loan may be approved.
Model-Generated Definition:
A kind of formula.
Definition: The formula which embodies the model for loan pool prepayment speed.
Model-Generated Definition:
A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:
Definition: Information about prepayments of the loan, at a given point in time.
Model-Generated Definition:
A kind of loan principal repayment terms.
Definition: Terms governing prepayments of the principal on a loan by the borrower.
Model-Generated Definition:
A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:
Definition: A commitment by a borrower to repay the principal on a loan under the terms described.
Model-Generated Definition:
A kind of principal repayment terms. A valid occurrence may have the following properties:
Definition: Terms governing the repayment of principal of the loan.
Model-Generated Definition:
A kind of financial product. A valid occurrence satisfies the following necessary conditions:
Definition: A pre-packed business offering, which can be instantiated as a Loan, in which the lender would lend an amount of money to a potential customer under agreed terms, which terms would be a formal contract expressing the terms defined in this Product and any other terms agreed bilaterally between the parties when the Product is instantiated.
Model-Generated Definition:
A kind of financial product.
Definition: A type of loan that a borrower may acquire from a lending institution with specific characteristics and terms.
Model-Generated Definition:
A kind of product disclosure right (please review).
Definition: Right to fair representation of the facts about Loan products before entrering into agreements for same.
Model-Generated Definition:
A kind of representation (please review). A valid occurrence satisfies the following necessary condition:
Definition: Representations about the loan product and the appropriateness of this for the borrower.
Model-Generated Definition:
A kind of loan collateral (please review). A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Property Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.
Model-Generated Definition:
A kind of purpose.
Definition: A selection of different types of loan purpose, being the purpose for which and manner in which loan (credit) draw-down amounts are to be used. This shows the purpose for which credit is to be used, and implies certain kinds of fact that relate to that specific type of loan e.g. mortgages. These are also identified as tranche types in tranches of a credit facility.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A regulatory requirement defined in regulations by a comsumer credit act or other legislation.
Model-Generated Definition:
A kind of monetary amount. A valid occurrence may have the following properties:
Definition: Retained amount, an amount the Issuer will be obliged to fund to the borrower at a later date, for example construction deposit.
Model-Generated Definition:
A kind of method.
Definition:
Model-Generated Definition:
A kind of loan third party (please review).
Definition: The party which is the Loan Servicer. Further notes: The Loan Servicer may be the original lender or it may be someone else. For instance, if the bank is sold by Bank A, it may be given to some third party for servicing. Servicing is either done by the original lender or by someone else. Idea: Look at a data model from one of the main agencies. See Fannie Mae enterprise common data model. In progress. More precise definition needed for what it is to service a loan, i.e. what activities this party participates in and what facts apply. Some of these are defined in the facts which are emerging from these reviews. There seem to be several functions which may or may not be combined.
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition: Information applicable to a loan at a given date.
Model-Generated Definition:
A kind of written information. A valid occurrence may have the following properties:
Definition: Very specific categorization of documentation obtained by the lender at the time of origination to qualify a borrower. Documentation Types vary from lender to lender and need to be completely understood. takes a code list in the data world see eg S&P codes of these. not exhaustive? example tax returns etc. categorize as hi low or medium type of doc risk there are also 'no doc' mtges
Model-Generated Definition:
A kind of status.
Definition: Statuses which occur for a period of time, relating to a loan.
Model-Generated Definition:
A kind of termination provisions. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of contract third party and loan party.
Definition: A party which, by virtue of being a third party to the Loan Contract, performs some role directly in relation to the Loan.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of loan interest payment terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition: Financial Institution defined categorization of documentation type. This is interpreted from information provided by the seller on both the data file and in their underwriting quidelines. See attached Translation tables. needs work These are (from CDDOCTYPE enumeration in MAT-CODES): Unknown Other Full Full or Alternate Alternative Lite Low - ACTION make sure this isn't Risk Level in other list Limited Reduced Partial Streamline No Documentation No Ratio No Income Verifier No Income Qualifier Stated Documentation ACTION: Make sure these are all mutually exclusive, then implement as selection list entries.
Model-Generated Definition:
A kind of brokerage firm and credit institution or investment firm.
Definition: a firm dealing for its own account on markets in financial futures or options or other derivatives and on cash markets for the sole purpose of hedging positions on derivatives markets, or dealing for the accounts of other members of those markets and being guaranteed by clearing members of the same markets, where responsibility for ensuring the performance of contracts entered into by such a firm is assumed by clearing members of the same markets
Model-Generated Definition:
A kind of basket.
Definition: A basket of securities and/or reference entities monitored for credit purposes.
Model-Generated Definition:
A kind of derived price.
Definition: A price derived locally from information supplied by a market data vendor such as an end of day spread.
Model-Generated Definition:
Definition: Anything that can be defined as the answer to a question of the form, Where is...?
Model-Generated Definition:
A kind of interbank offered rate.
Definition: a benchmark interbank offered rate that the most creditworthy international banks charge each other for large, short-term loans
Model-Generated Definition:
A kind of debt.
Definition:
Model-Generated Definition:
A kind of equity option. A valid occurrence satisfies the following necessary condition:
Definition: An option whose contract expires at a date longer than one year. Also known as long-term equity anticipation securities (LEAPS). From Investopedia: These options are called long-term equity anticipation securities (LEAPS). By providing opportunities to control and manage risk or even to speculate, LEAPS are virtually identical to regular options. LEAPS, however, provide these opportunities for much longer periods of time. Although they are not available on all stocks, LEAPS are available on most widely held issues.
Model-Generated Definition:
A kind of formula expression.
Definition: An expression of a lookback formula
Model-Generated Definition:
A kind of past value.
Definition:
Model-Generated Definition:
A kind of lookback observable value.
Definition:
Model-Generated Definition:
A kind of lookback observable value.
Definition:
Model-Generated Definition:
A kind of observable underlier. A valid occurrence satisfies the following necessary condition:
Definition: The agreed parameter which is used in the formula for fixed OR floating lookback.
Model-Generated Definition:
A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Strike terms in which the value of some observed variable (the underlying) is looked back at during some period, typically a period ending in the maturity of the Option, and the payoff is determined by comparing the agreed strike with the value of this variable.
Model-Generated Definition:
A kind of impact.
Definition: The loss given some default.
Model-Generated Definition:
A kind of partial call allocation.
Definition:
Model-Generated Definition:
A kind of equity exchange published price. A valid occurrence may have the following properties:
Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.
Model-Generated Definition:
A kind of pool backed securities deal. A valid occurrence satisfies the following necessary condition:
Definition: The issue of a series of Mortgage Backed Security certificates.
Model-Generated Definition:
A kind of pool backed deal prospectus.
Definition: Prospectus describing the terms of the issue and each of the instruments included in the mortgage backed security issue. Term origin:SMER
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of security holding. A valid occurrence satisfies the following necessary condition:
Definition: A holding of an individual slice or slices of a tranche.
Model-Generated Definition:
A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The issuer of a Mortgage Backed Security.
Model-Generated Definition:
A kind of cash structured finance instrument pool.
Definition: A pool investment consisting of a collection of MBS instruments.
Model-Generated Definition:
A kind of security note (please review). A valid occurrence may have the following properties:
Definition: An individual note of a tranche.
Model-Generated Definition:
A kind of bond offer issue.
Definition:
Model-Generated Definition:
A kind of bond issuance program. A valid occurrence satisfies the following necessary condition:
Definition: A program of offerings of Medium Term Note debt securities. This is a set of issues where the maturity is defined after the rest of the terms have been registered with some authority. These are registered up front so that then the company wants to borrow more money they don't have to go through the registration period but have the facility up front to issue another security.
Model-Generated Definition:
A kind of duration analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of sole controlling party.
Definition:
Model-Generated Definition:
A kind of entire call. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of call feature.
Definition: a call provision allowing the issuer to pay off remaining debt early
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of c d o portfolio.
Definition: A portfolio where the reference assets of the CDO are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.
Model-Generated Definition:
A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:
Definition: a variable interest rate charged by a financial institution for borrowing that is not prescribed as a margin over base rate but is set from time to time by the institution
Model-Generated Definition:
A kind of c d o management style.
Definition:
Model-Generated Definition:
A kind of investment company.
Definition: Any investment company that sells and manages a portfolio of securities other than a face-amount certificate company or unit investment fund.
Model-Generated Definition:
A kind of bond amortization payment terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms relating to a Mandatory Sinking Fund call of the issue.
Model-Generated Definition:
A kind of schedule.
Definition:
Model-Generated Definition:
A kind of ad hoc schedule and mandatory sinking fund schedule. A valid occurrence satisfies the following necessary condition:
Definition: A full schedule of dates and payments for a Mandatory Sinking Fund style of Call.
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating whether the covered loan is secured by a manufactured home only or with land as well
Model-Generated Definition:
A kind of formula argument. A valid occurrence may have the following properties:
Definition: The parameter of the Expression which is added to the Base to get the Interest amount.
Model-Generated Definition:
A kind of account.
Definition: Account held at a Derivatives Exchange by a participant in that exchange.
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence may have the following properties:
Definition: A loan for the purchase of a boat or other vessel.
Model-Generated Definition:
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
Definition: Contract embodying the terms under which a loan is advanced for marine finance.
Model-Generated Definition:
A kind of venue.
Definition: A venue where business may be done. This includes the market where securities may be issued. A market may be described in terms of a country, a region, or an abstract place construct such as the domestic market.
Model-Generated Definition:
A kind of venue. A valid occurrence satisfies the following necessary condition:
Definition: a market is a venue that allows buyers and sellers of goods, commodities, services, etc. to conduct business, including markets where securities may be traded
Model-Generated Definition:
A kind of basket. A valid occurrence satisfies the following necessary condition:
Definition: a basket made up of market indices
Model-Generated Definition:
A kind of party in role.
Definition: A party which is party to some undue dependency in their market of operation, such as undue reliance of a particular market sector for their economic survival.
Model-Generated Definition:
A kind of financial market information.
Definition: Data about financial instruments, that is published and may be used to support decision making or processing of financial instruments. Definition source: own definition.
Model-Generated Definition:
A kind of financial information publisher. A valid occurrence satisfies the following necessary condition:
Definition: a publisher that publishes data about the financial markets
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: identifier or code allocated to places of trade, i.e., stock exchanges, regulated markets, e.g., Electronic Trading Platforms (ECN), and unregulated markets, e.g., Automated Trading Systems (ATS)
Model-Generated Definition:
A kind of investment goal.
Definition: A business goal driving investment activities as distinct from day to day commercial trading activities.
Model-Generated Definition:
A kind of market price. A valid occurrence may have the following properties:
Definition: The market opening price is the price a broker or someone would refer to at the start of trading.
Model-Generated Definition:
A kind of method.
Definition:
Model-Generated Definition:
A kind of timed value.
Definition: The actual value (at a point in time) of a parameter.
Model-Generated Definition:
A kind of share price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A price determined about a trading market as a whole.
Model-Generated Definition:
A kind of published financial information and rate. A valid occurrence may have the following properties:
Definition: a measure that is also published financial information providing a rate used to measure market trends for a set of instruments (S&P500, NASDAQ composite, 30 day CD) or that describes the economic climate for an industry (Dow Jones Industrial Average (DJIA), H&Q Growth Technologies) and/or political region (LIBOR, Prime)
Model-Generated Definition:
A kind of service provision.
Definition:
Model-Generated Definition:
A kind of statistical measure. A valid occurrence satisfies the following necessary condition:
Definition: a statistical measure providing the difference (or spread) between two market rates
Model-Generated Definition:
A kind of economic transaction. A valid occurrence satisfies the following necessary conditions:
Definition: Any transaction which defines a supply of some negotiable item in return for some Consideration. The Market Transaction has a Principal and a Counterparty, i.e. it is not symmetrical.
Model-Generated Definition:
A kind of economic contract commitment.
Definition:
Model-Generated Definition:
A kind of economic contract commitment. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of c d o cashflow treatment structure.
Definition:
Model-Generated Definition:
A kind of bundle of resources. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary condition:
Definition: A provider of some service in which things may be sold by third parties to other third parties, such as a department store concessoin or a securities exchange or trading venue.
Model-Generated Definition:
A kind of service. A valid occurrence satisfies the following necessary conditions:
Definition: Some service in which things may be sold by third parties to other third parties, such as a department store concessoin or a securities exchange or trading venue.
Model-Generated Definition:
A kind of Dimension.
Definition:
Model-Generated Definition:
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
Definition: A legal contract which is deemed to apply to a number of future activities between the parties thereto and having force over future agreements or contracts to be brought into effect between those parties.
Model-Generated Definition:
A kind of master agreement change notification obligation. A valid occurrence may have the following properties:
Definition: The obligtation to notify the counterparty to this agreement, of any changes in account details.
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:
Definition: The obligtaion to notify the counterparty to this agreement, of any changes in details.
Model-Generated Definition:
A kind of o t c master agreement termination provisions. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms and Conditions around early termination of the Master Agreement.
Model-Generated Definition:
A kind of contractual obligation.
Definition: Obligation set out in some Master Agreement.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Formal terms specifying the time for Valuation of Equity Underlying.
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary condition:
Definition: A pool of credit facilities is combined into a Master Credit Facility for more efficient management of credit.
Model-Generated Definition:
A kind of numeric amount. A valid occurrence satisfies the following necessary conditions:
Definition: A qualified amount of some continuous substance or some thing measured in units. Material Amount is always qualified by some unit in which the substance is measured.
Model-Generated Definition:
A kind of mathematical surface.
Definition:
Model-Generated Definition:
A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:
Definition: Some expression of some mathematical quantity or quantities.
Model-Generated Definition:
A kind of mathematical expression.
Definition: A model for determining one or more parameters or the behaviour of parameters with respect to one another.
Model-Generated Definition:
A kind of parametric thing.
Definition: Some mathematical quantity which is to be expressed in some way. This is not itself an expression.
Model-Generated Definition:
A kind of mathematical model.
Definition:
Model-Generated Definition:
Definition: A Mathematical Thing is something in the universe of mathematics. That is, something that is a parameter (mathematical quantity) or something that is used to express that parameter, such as a value or components of a formula.
Model-Generated Definition:
A kind of timed parameter. A valid occurrence may have the following properties:
Definition: The period remaining until an instrument reaches the end of its life.
Model-Generated Definition:
A kind of prepayment speed.
Definition: Prepayment speed that results in the same average life as that computed for the Collateralized Mortgage Obligation (CMO), Asset Backed Securities (ABS) or Mortgage Backed Securities (MBS) using the Maturity Prepay Model.
Model-Generated Definition:
A kind of obligation credit event.
Definition: The fact that the underlier fails to make principal payments as expected. Further notes: A credit event. REVIEW: The definition from FpML appears to be a variant on that for Failure To Pay Principal. The definition given here is the definition of a failure to pay principal but the FpML definition for Failure to pay Principal is more detailed. This definition alone does not justify an extension of the maturity. FpML full definition: 'A credit event. Results from the fact that the underlier fails to make principal payments as expected.'
Model-Generated Definition:
A kind of Concept.
Definition:
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure.
Definition: the most common measure of central tendency, the average of a set of numbers
Model-Generated Definition:
A kind of closing price determination method.
Definition: Exchange closing price may take an average (mean) price.
Model-Generated Definition:
A kind of asset. A valid occurrence satisfies the following necessary condition:
Definition: Some asset which is or may be measured monearality in some currency. Editorial Note: This class introduced because the original FIBO model has a property "measured in" (with range of Currency) which is not in FIBO-FND v1.0 and because this lets us use the parent class to define anything as an asset if it is owned whether or not it is measured monetarily. Applications of the concept of Asset to accouting, book-keeping etc where it is measured should use this now term in place of the parent term "Asset". Note also that the moved property "measured in" is an object property, having a range of Currency.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of reference. A valid occurrence may have the following properties:
Definition: an amount or degree of something; the dimensions, capacity, or amount of something ascertained by measuring
Model-Generated Definition:
A kind of mathematical thing. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Any Independent Thing. This is included as a separate term only so that we can refer to the trivial fact that all Independent Things have any number of properties, without cluttering the Independent Thing itself. This is for the modeling of reference entities. Note that the measurable quantity should be replaced with the actual parent property in all cases. DO NOT USE THIS TERM ELSEWHERE
Model-Generated Definition:
A kind of quantity value.
Definition:
Model-Generated Definition:
A kind of instrument. A valid occurrence satisfies the following necessary condition:
Definition: An instrument whose purpose is to measure some variable, for example in some physical process.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of purpose.
Definition: The purpose of measuring things.
Model-Generated Definition:
Equivalent to Unit.
A kind of quantity. A valid occurrence satisfies the following necessary conditions:
Definition: a quantity, defined and adopted by convention, with which any other quantity of the same kind can be compared to express the ratio of the two quantities as a number
Model-Generated Definition:
A kind of agricultural product.
Definition: A commodity which is a kind of meat, such as pork bellies.
Model-Generated Definition:
A kind of robot.
Definition: Some robot which has physical extent.
Model-Generated Definition:
A kind of bond.
Definition: A Medium Term Note is a Negotiable debt instrument offered under a program agreement through one or more dealers upon request of the Issuer. The Program defines the terms and conditions of the notes. An MTN issue is defined by the fact that the registration doesn't have a pre-defined maturity.
Model-Generated Definition:
A kind of written communication. A valid occurrence satisfies the following necessary conditions:
Definition: A semi-formal communication from one party to one or more other parties, communicating some information to them and identifying the fact that this has been communicated.
Model-Generated Definition:
A kind of business. A valid occurrence satisfies the following necessary condition:
Definition: a business entity engaged in a trading activity
Model-Generated Definition:
A kind of financial service.
Definition: a financial service provided by a financial institution to a merchant or other business, including but not limited to managing financial transactions via a secure channel
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
Definition: Some message communicating something from some party to some other party.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A way in which something is done.
Model-Generated Definition:
A kind of bullion measurement unit and unit of mass.
Definition:
Model-Generated Definition:
A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:
Definition: Metropolitan division (MD) is an area specified by the government to describe a subsection of a certain metropolitan statistical area. In the US, this is governed by the Census Department.
Model-Generated Definition:
A kind of statistical area.
Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 50,000 population, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties
Model-Generated Definition:
A kind of geopolitical entity.
Definition: Metropolitan statistical area (MSA) is an area specified by the government to describe a certain metropolitan statistical area. In the US, this is governed by the Census department.
Model-Generated Definition:
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The tranche between senior and subordinated. Mezzanine tranches of a CDO issue are typically rated B to BBB.
Model-Generated Definition:
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Model-Generated Definition:
A kind of statistical area.
Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 10,000 population but less than 50,000, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties
Model-Generated Definition:
A kind of equity exchange published price and price analytic. A valid occurrence satisfies the following necessary conditions:
Definition: Mid (arithmetic mean) between Bid and Offer (Ask) price. Referred to in Europe not in US. e.g. LSE published a Mid price. Always an exchange that publishes. Question from editor: Can a Mid Price ever be an allotted price? Suspect not. Same question for Dealt Price.
Model-Generated Definition:
A kind of legally capable person.
Definition: a person that is a member of the active duty military
Model-Generated Definition:
A kind of futures trading margin.
Definition: The lowest amount an account can reach before needing to be replenished.
Model-Generated Definition:
A kind of person.
Definition: a person under a certain age, usually the age of majority in a given jurisdiction, which legally demarcates childhood from adulthood
Model-Generated Definition:
A kind of basket. A valid occurrence satisfies the following necessary condition:
Definition: a basket that has a mix of constituents, including securities and indices
Model-Generated Definition:
A kind of duration analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The percentage price change of a security for a given change in yield. The higher the modified duration of a security, the higher its risk. Ad/ModDuration = [duration / {1 + (IRR/M)}]; where IRR is the internal rate of return and M is the number of compounding periods per year.
Model-Generated Definition:
A kind of date determination reference rule. A valid occurrence may have the following properties:
Definition: A rule to apply when the Date Rool Rule results in a specified date falling on a working date in the month or year following the date which was returned before the Date Roll Rule was applied.
Model-Generated Definition:
A kind of monetary measure. A valid occurrence may have the following properties:
Definition: the measure which is an amount of money specified in monetary units
Model-Generated Definition:
A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:
Definition: a regulatory agency that controls the monetary policy, regulation and supply of money in some country or group of countries
Model-Generated Definition:
A kind of measure.
Definition: some measure of some sum of money
Model-Generated Definition:
A kind of monetary amount and price.
Definition: a price that that is expressed as a monetary amount
Model-Generated Definition:
A kind of Quantity Reference. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of Measurement Procedure. A valid occurrence may have the following properties:
Definition:
See amount of money.
Model-Generated Definition:
A kind of debt instrument. A valid occurrence may have the following properties:
Definition: Money Market Debt Instrument is a kind of short term debt security. This is defined as the logical union of all the securities that are commonly referred to as Money Market instruments.
Model-Generated Definition:
A kind of non tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of interest rate future.
Definition: A future instrument where the underlying is a money market instrument.
Model-Generated Definition:
A kind of interest rate future standardized terms set.
Definition: A set of standard terms for money market futures contracts, as set out by the derivatives exchange. Money Market Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:
Definition: The money market instrument which is the underlying of a Money Market Futures contract.
Model-Generated Definition:
A kind of interest rate treatment.
Definition:
Model-Generated Definition:
A kind of performance determination method.
Definition: Money weighted rate of return.
Model-Generated Definition:
A kind of calendar temporal unit.
Definition: A Julian calendar month
Model-Generated Definition:
A kind of year based duration description. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of debt collateral.
Definition: Mortgage Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.
Model-Generated Definition:
A kind of collateralized debt.
Definition: Mortgage debt issued under a Mortgage Backed Security.
Model-Generated Definition:
A kind of guaranty. A valid occurrence satisfies the following necessary conditions:
Definition: Mortgage Indemnity Guaranty (MIG).
Model-Generated Definition:
A kind of insurance policy.
Definition: The physical policy for the Mortgage Indemnity Guaranty.
Model-Generated Definition:
A kind of instrument weighted average remaining maturity. A valid occurrence may have the following properties:
Definition: The weighted average of the time until all maturities on mortgages in a mortgage-backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of collateralized secured loan. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A loan securitized against some real estate.
Model-Generated Definition:
A kind of loan application. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of loan appraiser.
Definition: That party which appraises the borrower for the purposes of the loan.
Model-Generated Definition:
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of loan application borrower assessment information. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A mortgage loan contract setting out the terms and conditions for a mortgage.
Model-Generated Definition:
A kind of classifier.
Definition: The purpose for which mortgage loan proceeds will be used such as real property purchase, dwelling construction, or loan refinancing.
Model-Generated Definition:
A kind of loan purpose.
Definition: A purpose for which a Mortgage Loan may be taken out.
Model-Generated Definition:
A kind of loan pool. A valid occurrence satisfies the following necessary condition:
Definition: A number of mortgages combined into a single pool and used as an asset.
Model-Generated Definition:
A kind of loan pool constituent.
Definition: Amortgage defined as a constituent of a Mortgage Pool.
Model-Generated Definition:
A kind of loan product. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of closed end loan contract that can be recognized when an occurrence meets one of the following conditions:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A loan contract that is secured by real property. Adapted from the Cambridge Business English Dictionary.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of exchange. A valid occurrence may have the following properties:
Definition: a trading system that facilitates the exchange of financial instruments between multiple parties
Model-Generated Definition:
A kind of voting share. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A share which confers upon the holder multiple voting rights.
Model-Generated Definition:
A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:
Definition: An area which is identified as a municipality and governed by a municipal government. Scope Note: In most of the world this term or word corresponds to a city area. In the US, municipalities are also identified as coextensive with counties and some other geographical areas.
Model-Generated Definition:
A kind of government issued bond and municipal security. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A debt security issued by or on behalf of a state or its political subdivision, or an agency or instrumentality of a state, its political subdivision, or a municipal corporation. Municipal bonds, for example, may be issued by states, cities, counties, special tax districts or special agencies or authorities of state or local governments.
Model-Generated Definition:
Definition: the allocation of municipal bond proceeds
Model-Generated Definition:
A kind of debt issuance process information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Information specific to the Issuance of a Municipal Bond.
Model-Generated Definition:
A kind of bond issue information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Information about the Issuance of a Municipal Bond, which is maintained throughout the life of the Security.
Model-Generated Definition:
Definition: terms related to the refunding process of municipal securities
Model-Generated Definition:
Definition: official statement identifying the application of funds in connection with a new issue of municipal securities
Model-Generated Definition:
A kind of government debt issuer. A valid occurrence satisfies the following necessary conditions:
Definition: A Municipality, acting in the capacity of an Issuer. The Issuer of a Municipal Debt is a Municipality, which is identified as a State Actor governing on the part of a Municipal Area or City. This is equivalent to a Legal Entity.
Model-Generated Definition:
A kind of contract third party.
Definition: A party having a financial obligation or arrangement to make the payment of all or part of debt service on municipal securities. The obligor is often the issuer but may be a conduit borrower of municipal securities proceeds.
Model-Generated Definition:
A kind of contract third party.
Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner. The remarketing agent also typically is responsible for resetting the interest rate for a variable rate issue and may act as tender agent
Model-Generated Definition:
A kind of polity. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of government. A valid occurrence satisfies the following necessary condition:
Definition: the government of a municipality
Model-Generated Definition:
A kind of municipal security.
Definition: A short-term obligation of an issuer to repay a specified principal amount on a certain date, together with interest at a stated rate, usually payable from a defined source of anticipated revenues. Notes usually mature in one year or less, although notes of longer maturities are also issued.
Model-Generated Definition:
A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Municipal Securities is a general term referring to a bond, note, warrant, certificate of participation or other obligation issued by a state or local government or their agencies or authorities (such as cities, towns, villages, counties or special districts or authorities). A prime feature of most municipal securities is that interest or other investment earnings on them are generally excluded from gross income of the bondholder for federal income tax purposes. Some municipal securities are subject to federal income tax, although the issuers or bondholders may receive other federal tax advantages for certain types of taxable municipal securities. Some examples include Build America Bonds, municipal fund securities and direct pay subsidy bonds.
Model-Generated Definition:
A kind of contract third party.
Definition: A financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract. In many cases, the trustee also acts as custodian, paying agent, registrar and/or transfer agent for the bonds
Model-Generated Definition:
A kind of geopolitical entity.
Definition: an urban administrative division having corporate status and usually powers of self-government or jurisdiction
Model-Generated Definition:
A kind of agreement. A valid occurrence satisfies the following necessary condition:
Definition: an agreement between two or more specific named parties. The rights and obligations pertaining to either party cannot be transferred to another party without prior agreement
Model-Generated Definition:
A kind of commitment.
Definition: A commitment between two or more parties
Model-Generated Definition:
A kind of contract and mutual agreement. A valid occurrence satisfies the following necessary condition:
Definition: a contract between two or more specific named parties; the rights and obligations pertaining to either party cannot be transferred to another party without prior written permission or a change to the contract itself
Model-Generated Definition:
A kind of savings bank.
Definition: a financial institution that accepts deposits primarily from individuals and places a large portion of its funds into mortgage loans
Model-Generated Definition:
A kind of information. A valid occurrence may have the following properties:
Definition: Some text or sounds by which an autonomous entity may be known and which is used to refer to it.
Model-Generated Definition:
A kind of commercial bank, Federal Reserve System (FRS) member bank, and U.S. bank.
Definition: a commercial bank whose charter is approved by the Office of the Comptroller of the Currency (OCC) rather than by a state banking department
Model-Generated Definition:
A kind of government. A valid occurrence satisfies the following necessary condition:
Definition: a government and the politicians that that run a country as a whole (as opposed to local government)
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary conditions:
Definition: a number or text which appears on an identity document issued by a country or jurisdiction
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an entry in the the National Information Center (NIC) repository, a repository of financial data and institution characteristics collected by the Federal Reserve System
Model-Generated Definition:
A kind of registration authority. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a registration authority responsible for issuing and managing National Securities Identifying Numbers for securities in accordance with the ISO 6166 standard in some jurisdiction (typically that of a country)
Model-Generated Definition:
A kind of registry entry. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an entry in a National Securities Identifying Number registry
Model-Generated Definition:
A kind of security identifier. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a generic, nine-digit alpha numeric code which identifies a fungible security, assigned by a national numbering agency under the ISO 6166 standard
Model-Generated Definition:
A kind of registry. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a registry used by a national numbering agency to manage the financial instrument identifiers and related information that it registers
Model-Generated Definition:
A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a security identification scheme, defining the format and structure of a National Securities Identifying Number (NSIN), published nationally on behalf of a country
Model-Generated Definition:
A kind of license identifier.
Definition: the number permanently assigned by the Nationwide Mortgage Licensing System and Registry (NMLS) for each company, branch, and individual that maintains a single account on NMLS.
Model-Generated Definition:
A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition: The yield of the security as determined using the Yield Calculation Method that is the default for the market that the security is traded in.
Model-Generated Definition:
A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: The convention used in the marketplace for that security.
Model-Generated Definition:
A kind of adult and legal person.
Definition: A person of maturity who in the eyes of the law is able to assume obligations.
Model-Generated Definition:
A kind of limited partner. A valid occurrence satisfies the following necessary condition:
Definition: A limited partner in a partnership, who is and may only be a Natural Person i.e. a human being.
Model-Generated Definition:
A kind of guaranty.
Definition: Guaranty whereby the issuer will not pledge any assets if doing so would result in less security for the investors.
Model-Generated Definition:
A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Goods or raw materials which may be bought or sold in some marketplace.
Model-Generated Definition:
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
Definition: A security in the context of being something that can be bought and sold, i.e. as a kind of negotiable thing. This is the context in which a trading or listing service provides for the sale or purchase of such a security.
Model-Generated Definition:
A kind of geophysical location.
Definition: Some residential area.
Model-Generated Definition:
A kind of geophysical location.
Definition: A block or subdivision within some residential area, commonly designated sa such for the purposes of addressing and containing within it some streets and / or residential blocks.
Model-Generated Definition:
A kind of fund price. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of method. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Parameters for the calculation of the net asset value for an investment fund/fund class.
Model-Generated Definition:
A kind of net income.
Definition:
Model-Generated Definition:
A kind of income.
Definition:
Model-Generated Definition:
A kind of net income.
Definition: Profit
Model-Generated Definition:
A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms setting out how Netting may or may not take place and the Obligations on each party in respect of that Netting.
Model-Generated Definition:
A kind of address.
Definition:
Model-Generated Definition:
A kind of virtual location. A valid occurrence satisfies the following necessary condition:
Definition: A network address is location in a telecommunications network that may be identified by a network address (an identifier for a node or interface)
Model-Generated Definition:
A kind of industry sector classifier.
Definition: a classifier for a sector of the economy used for price indices focused on contractors' selling prices of new residential houses, where detailed specifications pertaining to each house remain the same between two consecutive periods
Model-Generated Definition:
A kind of debt issuance purpose.
Definition: Securities Issued for new Project or Purpose.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The next call of the issue, as at the current time.
Model-Generated Definition:
A kind of known temporal entity.
Definition: The next date on which the issue can be called, from the present date.
Model-Generated Definition:
A kind of put of issue.
Definition: The next available put date for the issue, as at the current time.
Model-Generated Definition:
A kind of security payment status.
Definition: Nil paid
Model-Generated Definition:
A kind of tranched m b s instrument.
Definition: Interest Only tranche, meaning that this tranche will only pay interest.
Model-Generated Definition:
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.
Model-Generated Definition:
A kind of non agency jump tranche and non agency z tranche.
Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Model-Generated Definition:
A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:
Definition: A party which is a non agency issuer of MBS securities. The identity of this party may be a bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews
Model-Generated Definition:
A kind of mortgage pool. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of tranched m b s instrument.
Definition: Principal Only tranche. This tranche will only pay principal.
Model-Generated Definition:
A kind of non agency jump z tranche. A valid occurrence satisfies the following necessary condition:
Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.
Model-Generated Definition:
A kind of non agency jump z tranche.
Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.
Model-Generated Definition:
A kind of tranched m b s instrument.
Definition: A tranche that does not receive payments while other tranches remain.
Model-Generated Definition:
A kind of security delivery type (please review).
Definition: Delivery is by some other means.
Model-Generated Definition:
A kind of preference share. A valid occurrence may have the following properties:
Definition: Non Cumulative Preference Shares are preference shares where the payment of the fixed dividend, if not made in a given trading year, is not carried forward to the next trading year.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of credit institution.
Definition: a branch of a credit institution whose Head Office is in a third country
Model-Generated Definition:
A kind of autonomous agent.
Definition: Some animal other than a member of the species /homo/ /sapiens/
Model-Generated Definition:
A kind of Numeric Value.
Definition:
Model-Generated Definition:
A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of non participating share and preference share.
Definition: The usual type of preference share, which is not a Participating Preference Share
Model-Generated Definition:
A kind of share.
Definition:
Model-Generated Definition:
A kind of value changing activity (please review). A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of geopolitical territory.
Definition:
Model-Generated Definition:
A kind of postal address element. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of reporting obligation.
Definition:
Model-Generated Definition:
A kind of debt instrument, debt instrument, and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a debt instrument that may not be bought or sold
Model-Generated Definition:
A kind of interest payment terms. A valid occurrence may have the following properties:
Definition: Terms for payment of interest on debt instruments that are not traded securities, i.e. over the counter, bilateral paper.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of share. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of contractual commitment.
Definition: contractual commitments that do not have binding legal standing on the issuer or holder
Model-Generated Definition:
A kind of contract terms set.
Definition: terms that do not have binding legal standing on the issuer or holder
Model-Generated Definition:
A kind of business and financial institution.
Definition: any financial institution that acts as the middleman between two parties in a financial transaction, and that does not provide traditional depository services, such as brokerage firms, insurance companies, investment companies, etc.
Model-Generated Definition:
A kind of non-depository institution.
Definition: a trust company that accepts and executes trusts, but does not issue currency; non-depository trust companies can either be Federal Reserve Members or Federal Reserve Non-members
Model-Generated Definition:
A kind of Board Member.
Definition: Some person performing the role of a Board Member of a company, and having no executive responsibilities towards the running of the company.
Model-Generated Definition:
A kind of not for profit organization. A valid occurrence satisfies the following necessary condition:
Definition: a not for profit organization that is a citizen-based group that functions independently of government
Model-Generated Definition:
A kind of partnership with general partners.
Definition: a partnership in which the partners are jointly and severally liable for liabilities incurred by the entity
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition: an underlier that does not represent a deliverable asset
Model-Generated Definition:
A kind of explicit date.
Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification
Model-Generated Definition:
A kind of redemption provision.
Definition: terms for repayment of principal on debt instruments that are not traded securities, such as over the counter, bilateral paper
Model-Generated Definition:
A kind of subsidiary.
Definition: a subsidiary which is not a wholly owned subsidiary
Model-Generated Definition:
A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of balance.
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of corporation and not for profit organization.
Definition: a corporation approved by its jurisdictional oversight and taxing authorities as operating for educational, charitable, social, religious, civic or humanitarian purposes
Model-Generated Definition:
A kind of objective.
Definition: an objective that reflects the charitable, educational, religious, humanitarian, public services, or other not for profit goals of an organization
Model-Generated Definition:
A kind of formal organization. A valid occurrence satisfies the following necessary condition:
Definition: an organization that uses its surplus revenues to further achieve its purpose or mission, rather than distributing its surplus income to the organization's owners (directors, investors, or equivalents) as profit or dividends
Model-Generated Definition:
A kind of fund unit.
Definition: Need a legal definition - to follow. This is one of the mechanisms by which an investor may hold an interest in a fund, but is not a Bond or a Share.
Model-Generated Definition:
A kind of stake in fund. A valid occurrence satisfies the following necessary condition:
Definition: A stake held in a fund by way of a note.
Model-Generated Definition:
A kind of written communication. A valid occurrence satisfies the following necessary condition:
Definition: Some formal written communication, notifying some party or parties about some fact or occurrence.
Model-Generated Definition:
A kind of principal repayment terms. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: The party which is able to issue formal notices indicating that a Credit Event has taken place, by means of a credit event notice.
Model-Generated Definition:
A kind of market, notional place, and notional place.
Definition: a place which is identified as a financial market but which is not a physical place such as a country or region. This may be a conceptual place such as the Eurobond market or the Global market.
Model-Generated Definition:
A kind of location.
Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.
Model-Generated Definition:
A kind of virtual location.
Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.
Model-Generated Definition:
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
Definition: the amount of money which is removed from the notional on each step date
Model-Generated Definition:
A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:
Definition: a step change in the notional amount of the swapstream
Model-Generated Definition:
A kind of percentage monetary amount.
Definition: the percentage amount by which the notional changes on each step date
Model-Generated Definition:
A kind of recurrence interval.
Definition: The length of each period in the step schedule, as a period of time.
Model-Generated Definition:
A kind of parametric schedule. A valid occurrence satisfies the following necessary conditions:
Definition: schedule of changes in the notional amount on which interest is paid, comprising the regular sequence of step events
Model-Generated Definition:
A kind of exchange traded option contract. A valid occurrence satisfies the following necessary condition:
Definition: An Option Contract after the stage where a Derivatives Exchange has novated this contract and become the principal to it, for purposes of clearing and settlement. The Clearing House novates both contract. So when you are on the floor (as a Broker), you trade with another Broker. Then you take it to th eRing, and present it to the Ring. So you write a contract and give it to the ringleader, who then books it. So the party you dealt with deals with the exahcnge, and you deal with the exchange. THen there are two contracts for one deal. So the answer here is that there are two novated contracts for one Options deal. Difference: If not open outcry? In OO the deal is done and given to the ringleader, who represents the Cleaing house. When it's not open outcry, the clearing house gets the deal, books the deal, and margins it. So you don't know as much about the deal and process. This eliminiates stickiness of a market that has credit. Similar to what occurs in share markets, where clearing takes place, e.g. when someone defaults on delivery. Clearing House simply closes out the contract.
Model-Generated Definition:
A kind of traded option principal. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of Numeric Value.
Definition:
Model-Generated Definition:
A kind of quantitative amount. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An amount of some discrete thing Note: does not require units as the individual things are counted. Tech note: in other (data) standards this stands alongside (material) Amount rather than above it see e.g. CCTS, ISO 20022 v1.5
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary conditions:
Definition: the change in some aggregate relative to the value of the aggregate at a reference period
Model-Generated Definition:
A kind of Numeric Value.
Definition:
Model-Generated Definition:
A kind of Atomic Value.
Definition:
Model-Generated Definition:
A kind of mathematical quantity. A valid occurrence satisfies the following necessary conditions:
Definition: Anything which is defined as a parameter of something, and takes a numerical value.
Model-Generated Definition:
A kind of numerical parameter.
Definition: Some numerical variable.
Model-Generated Definition:
A kind of valuation time type.
Definition:
Model-Generated Definition:
A kind of debt security price and security market price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The price determined for the marketplace for a bond which is traded over the counter.
Model-Generated Definition:
A kind of debt derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:
Definition: Definition needed.
Model-Generated Definition:
A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:
Definition: An option contract with an underlying futures contract.
Model-Generated Definition:
Definition: settlement terms specific to an over-the-counter agreement
Model-Generated Definition:
A kind of foreign exchange derivative contract and o t c option contract. A valid occurrence may have the following properties:
Definition: A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.
Model-Generated Definition:
A kind of o t c transaction agreement.
Definition:
Model-Generated Definition:
A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary condition:
Definition: A derivative contract which is struck between two parties "Over the Counter".
Model-Generated Definition:
A kind of representations section.
Definition: Representations by one or other party in the Master Agreement.
Model-Generated Definition:
A kind of covered transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A derivative transaction which is struck over the counter between two parties.
Model-Generated Definition:
A kind of master agreement. A valid occurrence satisfies the following necessary conditions:
Definition: Master agreement covering over the counter derivatives transactions to be carried out between the parties to this contract.
Model-Generated Definition:
A kind of master agreement obligation.
Definition: Obligation set out in some OTC Derivatives Master Agreement.
Model-Generated Definition:
A kind of o t c product.
Definition: An OTC Product for foreign exchange, whereby two or more currencies are transacted.
Model-Generated Definition:
A kind of o t c option contract.
Definition: An option whose underlying security is an index. If exercised, settlement is made by cash payment, since physical delivery is not possible.
Model-Generated Definition:
A kind of economic contract. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of option strip contract. A valid occurrence may have the following properties:
Definition: A strip of options in which interest payable in each period is either the Observable (Underlying) rate or the Strike rate, at the holder's discretion, and in which the Strike rate represents a rate above which the holder can elect not to pay.
Model-Generated Definition:
A kind of option strip contract. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:
Definition: An option that tracks the cap and floor of an underlying interest rate.
Model-Generated Definition:
Definition: Terms setting out specific Agreements between the parties, that is specific things they agree to do or allow.
Model-Generated Definition:
A kind of conditions precedent and o t c master agreement element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Conditions precedent on payment or delivery on a transaction transacted under this Master Agreement.
Model-Generated Definition:
A kind of contractual commitment and o t c master agreement element.
Definition:
Model-Generated Definition:
A kind of contractual right.
Definition: Right or one or other party to the Master Agreement to termination the Agreement early.
Model-Generated Definition:
A kind of contractual element.
Definition: Terms specific to a Master Agreement governing transactions of Over the Counter derivatives between parties.
Model-Generated Definition:
A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:
Definition: Terms setting out the obligations on one or other party to the agreement.
Model-Generated Definition:
A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary conditions:
Definition: The Right to Terminate the Master Agreement Following an Event of Default.
Model-Generated Definition:
A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary condition:
Definition: The Right to Terminate the Agreement Following some Termination Event.
Model-Generated Definition:
Definition: "Termination Event" means an Illegality, a Tax Event or a Tax Event Upon Merger or, if specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event.
Model-Generated Definition:
A kind of o t c master agreement element and termination provisions. A valid occurrence satisfies the following necessary condition:
Definition: Termination provisions in the OTC Derivatives Master Agreement, setting out the conditions, consequences etc. of termination of the Agreement.
Model-Generated Definition:
A kind of option contract and otcinstrument. A valid occurrence may have the following properties:
Definition: Exotic options traded on the over-the-counter market, where participants can choose the characteristics of the options traded.
Model-Generated Definition:
Definition: An Over the Counter Derivative. This is made up of one or more transactions, with a corresponding contract or contracts.
Model-Generated Definition:
A kind of contractual economic agreement.
Definition: The agreement which forms the basis of any Over the Counter (OTC) transaction, including OTC derivatives and bilateral debt instruments.
Model-Generated Definition:
Definition: a statement of a quantitative, measurable result that a person, organization, or system seeks to attain in order to achieve its goals
Model-Generated Definition:
A kind of c d s credit event. A valid occurrence may have the following properties:
Definition: One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay
Model-Generated Definition:
A kind of conditional obligation.
Definition: An Obligation which is conditional on the existence or continuing existence of some circumstance.
Model-Generated Definition:
A kind of conditional obligation.
Definition: Obligation conditional on the occurrence of some event.
Model-Generated Definition:
A kind of credit event. A valid occurrence satisfies the following necessary condition:
Definition: An event which relates specifically to an individual security issued by the Reference Entity (the Reference Obligation).
Model-Generated Definition:
A kind of c d s credit event. A valid occurrence may have the following properties:
Definition: One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay.
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Some obligation on one or other party in respect of any netting up of amounts due under a combination of transactions transacted under this Master Agreement.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of observable value. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of observable value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of underlier.
Definition: An underlying observable which is in numeric form and does not represent a deliverable asset.
Model-Generated Definition:
A kind of formula argument, monetary amount, and quantity value.
Definition: a value for something that can be observed in the marketplace
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An Occurrence is a happening of an OccurrenceKind. Each Occurrence has a DateTimeStamp, which identifies when the Occurrence happened, and a Location (possibly virtual), that identifies where the Occurrence happened.
Model-Generated Definition:
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
Definition: An OccurrenceBaseDate is a CalculatedDate that is defined with respect to the Occurrence of some OccurrenceKind. The 'hasDateValue' property of an OccurrenceBasedDate is not set until the Occurrence happens. The 'triggeredBy' property relates an OccurrenceBasedDate to the OccurrenceKind that gives the meaning of the OccurrenceBasedDate.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: An OccurrenceKind is a type of event, which has a description. An OccurrenceKind may or may not ever happen, and thus does not have a Date. An OccurrenceKind happens as an Occurrence, which does have a Date.
Model-Generated Definition:
A kind of fund price.
Definition:
Model-Generated Definition:
A kind of quote price. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: a party that receives an offer from something from someone (i.e., an offerer) based on the terms of the offering
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an expression of interest in providing something to someone that is contigent upon acceptance, forbearance, or some other consideration, as desired by the offeree(s)
Model-Generated Definition:
A kind of legal document and publication. A valid occurrence satisfies the following necessary conditions:
Definition: information about the issuance of a security, maintained throughout the life of the security
Model-Generated Definition:
A kind of offering document.
Definition: an offering document that conforms to Regulation A, Offering Statement, of the Securities Act of 1933
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
Definition: a party that proposes to make something available to someone (i.e., an offeree) based on the terms of the offering
Model-Generated Definition:
A kind of equity exchange published price and Error1. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The price at close of trading on a given trading day on an exchange.
Model-Generated Definition:
A kind of energy commodity. A valid occurrence may have the following properties:
Definition: Oil as a commodity.
Model-Generated Definition:
A kind of energy physical delivery.
Definition: Delivery of oil.
Model-Generated Definition:
Definition: The grade of oil which is defined as this oil commodity.
Model-Generated Definition:
A kind of credit watch outlook.
Definition:
Model-Generated Definition:
A kind of restricted voting right.
Definition: Voting rights limited rights to one vote per person, or institution, to avoid any party taking control. Further notes: Not in ISO FIBIM selection. Identified from new article on UK building societies. Note that further types of voting rights can be defined any time in the prospectus for a new security. Original Article quotation: "Adrian Coles, director general of the Building Societies Association, said it would be helpful if building societies could issue shares to investors to raise funds, but limit voting rights to one vote per person, or institution, to avoid any party taking control. Article Source:article on Profit Participating Deferred Shares in relation to West Bromwich Building society By Philip Aldrick,[citation missing], 12 June 2009
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of loan contract. A valid occurrence may have the following properties:
Definition: A LoanContract for a line of credit where a borrower may take money and pay it back up to an agreed limit, and interest is charged only on the amount that remains, which may be paid off at any time within the period of the line. Adapted from Cambridge Business English Dictionary.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of derivatives price determination method.
Definition: Method of trading on a commodity exchange. The term derives from the fact that traders must shout out their buy or sell orders. When a trader shouts he wants to sell at a particular price and someone else shouts he wants to buy at that price the two traders have made a contract that will be recorded.
Model-Generated Definition:
A kind of valuation time type.
Definition:
Model-Generated Definition:
A kind of business site. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of expenditure.
Definition: Operating Overheads
Model-Generated Definition:
A kind of risk. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of impact. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of derivative instrument.
Definition: a contract that grants to the holder either the privilege to purchase or the privilege to sell the assets specified at a predetermined price or formula at or within a time in the future
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An event which defines when an option feature comes into effect.
Model-Generated Definition:
A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:
Definition: Formal terms setting out when and under what circumstances the option contract is deemed to be in force. This takes the form of an event and the relationship between the event and the applicability of the option.
Model-Generated Definition:
A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms governing a binary payout commitment.
Model-Generated Definition:
A kind of contract counterparty and option party.
Definition:
Model-Generated Definition:
A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:
Definition: Commitments, if any, on the part of the holder (buyer) of the Option.
Model-Generated Definition:
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the underlying or some cash equivalent thereof, as defined in the option contract.
Model-Generated Definition:
A kind of exchange options price.
Definition:
Model-Generated Definition:
A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms governing a conditional payment commitment on an option.
Model-Generated Definition:
A kind of derivative instrument and securities transaction contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A financial derivative which represents a contract sold by one party (option writer) to another party (option holder). The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the strike price) during a certain period of time or on a specific date (exercise date).
Model-Generated Definition:
A kind of exchange traded option contract. A valid occurrence satisfies the following necessary conditions:
Definition: Future options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of futures instruments at a set price at a future time.
Model-Generated Definition:
A kind of economic contract commitment.
Definition:
Model-Generated Definition:
A kind of security price. A valid occurrence satisfies the following necessary condition:
Definition: The official price at the end of a trading session. This price is established by The Options Clearing Corporation and is used to determine changes in account equity, margin requirements, and for other purposes.
Model-Generated Definition:
A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of method.
Definition: Types of feature for an option. This itemizes whether the option comes into force (Knock In) or ceases being in force (Knock Out) when the stated event occurs.
Model-Generated Definition:
A kind of contract guarantor. A valid occurrence satisfies the following necessary condition:
Definition: The Guarantor of an options security. This is the party that agreed to make good any losses incurred by the holder in the event of a default by the issuer.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.
Model-Generated Definition:
A kind of value in use.
Definition: Intrinsic Value (Calls): When the underlying security's price is higher than the strike price a call option is said to be "in-the-money." Intrinsic Value (Puts): If the underlying security's price is less than the strike price, a put option is "in-the-money." Only in-the-money options have intrinsic value, representing the difference between the current price of the underlying security and the option's exercise price, or strike price.
Model-Generated Definition:
A kind of underlying on option. A valid occurrence satisfies the following necessary condition:
Definition: The underlying of a traded Futures Option, which is a traded Futures contract, generally on the same derivatives exchange.
Model-Generated Definition:
A kind of derivative contract party.
Definition:
Model-Generated Definition:
A kind of option writer commitment. A valid occurrence satisfies the following necessary condition:
Definition: Commitment by the issuer to pay out on an option should the holder choose to exercise this.
Model-Generated Definition:
A kind of option contract terms set and parametric cashflow terms. A valid occurrence satisfies the following necessary condition:
Definition: Terms governing the payout on an option. These formally define the commitment(s) entered into by the writing party to the option.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The amount paid for an option.
Model-Generated Definition:
Definition: The formal expression of the Option Premium.
Model-Generated Definition:
A kind of option premium variability.
Definition:
Model-Generated Definition:
A kind of method.
Definition: Premium Type for Forward Start Equity Options.
Model-Generated Definition:
A kind of option premium payment arrangement.
Definition:
Model-Generated Definition:
A kind of option premium payment arrangement.
Definition:
Model-Generated Definition:
A kind of option premium variability.
Definition:
Model-Generated Definition:
A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of option contract terms set. A valid occurrence may have the following properties:
Definition: Contractual terms setting out the price or level at which the option is to be struck. FpML strike: 'Defines whether it is a price or level at which the option has been, or will be, struck.'
Model-Generated Definition:
A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A strip or sequential set of options with periodic reset dates, such that each period between resets behaves like an individual option (known as a Caplet or Floorlet).
Model-Generated Definition:
A kind of schedule.
Definition: Schedule of dates on which the Option Strip rate is determined and reset.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Theoretical value looks at variability of the price. The longer until exercise the more this will vary. the more likely it is to finish in the money, the more I am likely to pay for it. But meanwhile, I also have to look at the current value - the amount I would pay for the thing. Any change would be a cost to me.
Model-Generated Definition:
A kind of price volatility specification.
Definition:
Model-Generated Definition:
A kind of value in exchange.
Definition: Prior to expiration, any premium in excess of intrinsic value is called time value. Time value is also known as the amount an investor is willing to pay for an option above its intrinsic value, in the hope that at some time prior to expiration its value will increase because of a favorable change in the price of the underlying security. The longer the amount of time for market conditions to work to an investor's benefit, the greater the time value.
Model-Generated Definition:
Definition: The party to an Option transaction.
Model-Generated Definition:
A kind of method.
Definition:
Model-Generated Definition:
A kind of option transaction party.
Definition: The buyer of the underlying in an Option Transaction.
Model-Generated Definition:
A kind of option transaction party.
Definition:
Model-Generated Definition:
A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of volatility.
Definition: A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes
Model-Generated Definition:
A kind of contractual economic commitment.
Definition: Commitment on the part of the writer (issuing party) of the Option.
Model-Generated Definition:
A kind of contract principal and option party.
Definition: The writing party of an OTC Option, i.e. the seller of a contract. This is the party that grants the rights defined by this instrument and in return receives a payment for it.
Model-Generated Definition:
A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:
Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying as defined in the option contract, or some cash equivalent thereof. Further notes: This is not any different from any other kind of derivatives transaction. The Transaction is still defined as the purchase and sale of the underlying even if it is cash settled. It is defined as the swap of the fixed price for the current market price. Would define a reference price for the current market price if it's not a physical settlement. Would for example define the use of a calculation agent. Scenarios: 1. Agree to cash settle even though the underlying is a deliverable 2. Agree to settle cash because it's difficult to get hold of the underlying 3. The underlying is by its nature not deliverable 4. Fx where the deliverable is a currency to cash delivery is synonymous with delivery of the underlying asset, so the underlying observable and the underlying deliverable are the same actual thing. How this is modeled: Cash "Settlement" (means cash delivery) is where you take cash instad of delivery of the underlying deliverable. Whatever is going to be delivered there is going to be a reverse transaction at the going market rate. That also covers the use of an index or basket as the underlying. Examples of this: IR Swap - not an Option.
Model-Generated Definition:
A kind of formally constituted organization.
Definition: An entity which is responsible for clearing transactions for put and call options on common stocks and other equity issues, stock indexes, foreign currencies, interest rate composites and single-stock futures.
Model-Generated Definition:
A kind of forward contract adjustment method.
Definition: The trade will be adjusted according to ... exchange on which the options (??) are listed
Model-Generated Definition:
A kind of party in role.
Definition:
Model-Generated Definition:
A kind of financial instrument analytical parameter.
Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.
Model-Generated Definition:
A kind of derivatives listing.
Definition: A listing of an options instrument on a derivatives exchange. The listing is a product of the individual exchange.
Model-Generated Definition:
A kind of options greek. A valid occurrence satisfies the following necessary condition:
Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in time to the option's expiration date. Action: add terms that define or influence this.
Model-Generated Definition:
A kind of options greek. A valid occurrence satisfies the following necessary condition:
Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption. Action: add terms that define or influence this.
Model-Generated Definition:
Definition: Whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).
Model-Generated Definition:
A kind of debt instrument yield.
Definition: NB specified as a spread. synonym: OAS Based on different Int Rate paths. There are different OAS models just like there are different Yield methods. Also would make reference to the Yield Curve - but these are parameters that go into that model. Limit this model at the point where it distinguishes the difference between things - we are not in a position to mathematically model the things themselves, just capture the basic facts.
Model-Generated Definition:
A kind of law.
Definition: An authoritative rule or law; a decree or command; a public injunction or regulation, such as a city ordinance against excessive horn blowing. (Source: Dictionary.com)
Model-Generated Definition:
A kind of dividend terms and non-binding terms. A valid occurrence satisfies the following necessary condition:
Definition: Formal terms about the Dividend payments on an Ordinary Share.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of share. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A security that represents ownership in a corporation. Holders of common share exercise control by electing a board of directors and voting on corporate policy.
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A dividend payable to holders of an ordinary share. This is a payment made at the discretion of the company in which the shares are held, and is based on the profit of that company for the period to which the dividend applies.
Model-Generated Definition:
A kind of yield. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The return on an equity instrument investment.
Model-Generated Definition:
A kind of voting right.
Definition: The voting rights conferred on holders of Ordinary Shares in the company. The precise details of these rights such as what shareholders may vote on and how their voting right is exercised, are defined in the Company Constitution or Articles of Incorporation / Articles of Association.
Model-Generated Definition:
A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a social unit of people, systematically structured and managed to meet a need or pursue collective goals on a continuing basis
Model-Generated Definition:
A kind of relationship context.
Definition:
Model-Generated Definition:
A kind of written contract.
Definition: A formal agreement between the principals in a formal organization which covers the relationship between the principals, and between the principals and the entity.
Model-Generated Definition:
A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:
Definition: The credit rating of the organization. That is the creditworthiness of the organization as determined by a ratings agency. If the organization is the issuer of a security then this becomes the issuer rating for that security.
Model-Generated Definition:
A kind of identification scheme. A valid occurrence may have the following properties:
Definition: A formal scheme defining identification codes for a business entity.
Model-Generated Definition:
A kind of identifier.
Definition: A textual code which uniquely identifies a formal organization; Further Notes: Things which may identified by this kind of code Include but are not restricted to Legal Entity. At this most general level, this may be the identifier for a Fund, for a Legal Entity, for a Trust, or for the LEI scope of Artificial Person plus Trust.
Model-Generated Definition:
A kind of reference. A valid occurrence may have the following properties:
Definition: The classification of an organization in terms of the industry sector in which it carries out business.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: identifies that which has a membership role in some organization
Model-Generated Definition:
A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Strategy which is organization based.
Model-Generated Definition:
A kind of formal organization. A valid occurrence may have the following properties:
Definition: an organization that is part of a larger formal organization and only has full recognition within the context of that formal organization; In other words, it is not a legal entity in its own right.
Model-Generated Definition:
A kind of exchange. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a multilateral system which is not an RM or an MTF and in which multiple third-party buying and selling interests in bonds, structured finance products, emission allowances or derivatives are able to interact in the system in a way that results in a contract in accordance with the provisions of Title II of MiFID II
Model-Generated Definition:
A kind of penalty interest balance applicability.
Definition:
Model-Generated Definition:
A kind of loan to value ratio (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a formal confirmation document which constitutes a written contract between the parties to the transaction, setting out the terms and conditions of the transaction
Model-Generated Definition:
Definition: an instrument that is not listed and traded on an organized exchange
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:
Definition: Obligation in regard to other defaults on obligations. Example Contract Text: "If, prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party defaults in the performance of any obligation required to be settled by delivery, it will compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement. "
Model-Generated Definition:
A kind of equity priority terms.
Definition: The precise terms which define the seniority of this class of Equity. These will set it apart from the highest of lowest seniority (senior or junior debt) and may be defined for more than one additional class of equity. These terms are defined by the issuer.
Model-Generated Definition:
A kind of gross income.
Definition:
Model-Generated Definition:
A kind of information.
Definition: Things which are not part of the prospectus but are important if you want to understand the fund.
Model-Generated Definition:
A kind of Seniority.
Definition:
Model-Generated Definition:
A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Equity which is neither the most senior nor the most junior. The precise terms under which this equity is held, and the definition of the call on the assets of the company in the event of it winding up, will be defined by the issuing company and are not modelled here as they may vary from one company to another. There may be more than one class of such equity issued by a company.
Model-Generated Definition:
A kind of geopolitical territory.
Definition:
Model-Generated Definition:
A kind of expenditure.
Definition: Cash spent on something.
Model-Generated Definition:
A kind of producer price index.
Definition: an economic indicator representing a measure of the rate of change over time in the prices of products sold as they leave the producer
Model-Generated Definition:
A kind of voting shareholding company.
Definition:
Model-Generated Definition:
A kind of derivative instrument and over-the-counter (OTC) instrument.
Definition: an over-the-counter agreement that is also a derivative instrument
Model-Generated Definition:
A kind of financial instrument and mutual contractual agreement.
Definition: a financial instrument and bilateral contract that is not listed or traded on an organized exchange
Model-Generated Definition:
A kind of settlement terms.
Definition: settlement terms specific to an over-the-counter agreement
Model-Generated Definition:
A kind of securities transaction. A valid occurrence satisfies the following necessary condition:
Definition: an over-the-counter transaction to exchange an instrument for some consideration
Model-Generated Definition:
A kind of transaction confirmation and written contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a formal confirmation document that codifies the terms and conditions of the transaction between the parties
Model-Generated Definition:
A kind of contract party. A valid occurrence satisfies the following necessary conditions:
Definition: a party to an over-the-counter agreement
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of reference interest rate.
Definition: a reference rate that is an interest rate at which a depository institution lends funds to another depository institution (short-term), or the interest rate the central bank charges a financial institution to borrow money overnight
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A party in the ownership role; one that owns something. The thing owned is an Asset to that Party.
Model-Generated Definition:
A kind of equity. A valid occurrence satisfies the following necessary conditions:
Definition: equity owned in some concern as recorded on the books of that concern
Model-Generated Definition:
A kind of relationship context. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Ownership is the context in which some Party is said to own some Independent Thing. The Party is defined as such due to its being the owning party to that Thing.
Model-Generated Definition:
Definition: The intersection of ownership and control reflects the unique case where an independent party both owns and controls another independent thing.
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating the nature of the applicant's or borrower's ownership or leasehold interest in the land where the manufactured home is located.
Model-Generated Definition:
A kind of agency p o tranche and planned amortization class bond.
Definition: Planned Amortization Class principal only tranche.
Model-Generated Definition:
A kind of redemption schedule.
Definition:
Model-Generated Definition:
A kind of agency z tranche and planned amortization class bond.
Definition: Planned Amortization Class tranche which is also a Z tranche, that is Definition needed.
Model-Generated Definition:
A kind of planned amortization class bond. A valid occurrence may have the following properties:
Definition: Planned Amortization Class tranche. PAC-1 is the most senior Planned Amortization Class tranche.
Model-Generated Definition:
A kind of planned amortization class bond. A valid occurrence may have the following properties:
Definition: Planned Amortization Class tranche. PAC-2 refers to a support tranche that is given a scheduled payment structure like a PAC bond.
Model-Generated Definition:
A kind of planned amortization class bond.
Definition: Planned Amortization Class tranche. Additional support tranche with scheduled payments.
Model-Generated Definition:
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Sensitivity of the price for one basis point change in yield, defined as the difference in price given 1 bp change in yield.
Model-Generated Definition:
A kind of DebtRelativeValueSelection.
Definition: The same value as the face value of the instrument, also known as parity.
Model-Generated Definition:
A kind of call schedule and regular schedule. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of cashflow terms. A valid occurrence satisfies the following necessary condition:
Definition: terms for a set of cashflows defined according to a mathematical formula
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: An entity, the value of some property of which is used in calculations for some purpose.
Model-Generated Definition:
A kind of regular schedule. A valid occurrence satisfies the following necessary condition:
Definition: a regular, parameterized schedule typically used for the calculation of payments for coupons, dividends, and interest
Model-Generated Definition:
A kind of mathematical thing.
Definition:
Model-Generated Definition:
A kind of call of issue. A valid occurrence satisfies the following necessary condition:
Definition: a call of part of the issue
Model-Generated Definition:
A kind of method. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of bond call terms set.
Definition: These are terms whereby the issuer can recall part of the issue on scheduled dates but there is no specific amount defined for those dates. Consenus:Yes
Model-Generated Definition:
A kind of analytics calculation model.
Definition: A model of how the early partial calls are estimated.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of participating share and preference share. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Like the preferred shares, participating preference shares have a prior claim on dividends, and on assets in an event of corporate liquidation or dissolution. But preferred stock would take precedence over preference stock in respect of dividends and assets that may be available for distribution.
Model-Generated Definition:
A kind of share. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
Definition: A tradable note issued by an entity for sale in a jurisdiction other than the one in which the entity is registered, and based on the holding by that entity of underlying securities issued in the jurisdiction in which that entity is registered.
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The party which is the issuer of a Participation Note.
Model-Generated Definition:
A kind of measure.
Definition: a property that is of an individual thing and is quantifiable as an instance of some quantity kind
Model-Generated Definition:
A kind of security payment status.
Definition: Partly paid
Model-Generated Definition:
A kind of constitutional owner and formally constituted organization member. A valid occurrence satisfies the following necessary conditions:
Definition: a member of a partnership
Model-Generated Definition:
A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: venture in which two or more legal entities carry out some business activities under a common identity
Model-Generated Definition:
A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:
Definition: a document setting up a partnership, giving the details of the business and the amount each partner is contributing to it.
Model-Generated Definition:
A kind of stockholders' equity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: equity in some partnership
Model-Generated Definition:
A kind of partnership with limited partners and stock corporation.
Definition: a partnership incorporated via the issuance of equity, with limited partners (i.e., partners whose liability is limited) that are necessarily not natural persons (i.e., cannot be individuals)
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of body incorporated through agreement and partnership.
Definition: a partnership which has legal personhood, but for which there is not some issuance of limited partner equity
Model-Generated Definition:
A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:
Definition: A partnership with limited partners (partners whose liability is limited) and where those partners are necessarily non natural persons (i.e. cannot be individuals).
Model-Generated Definition:
Definition: a partnership having both limited partners and general partners
Model-Generated Definition:
A kind of partnership. A valid occurrence satisfies the following necessary condition:
Definition: a partnership that has two or more general partners
Model-Generated Definition:
A kind of partnership with general partners.
Definition: a partnership that has general partners, whose general partners have limited liability
Model-Generated Definition:
A kind of partnership. A valid occurrence satisfies the following necessary condition:
Definition: a partnership having limited partners, that is partners whose liabilities are limited to the extent of their equity or guarantees
Model-Generated Definition:
A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:
Definition: a partnership with limited partners (partners whose liability is limited) and where those partners are necessarily natural persons (i.e. cannot be corporates)
Model-Generated Definition:
A kind of corporation and partnership with limited partners.
Definition: a partnership having limited partners but no general partners
Model-Generated Definition:
A kind of identification. A valid occurrence satisfies the following necessary condition:
Definition: The identification of some thing by some means of identity.
Model-Generated Definition:
A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:
Definition: Some party holding the option to exercise some de jure controlling interest
Model-Generated Definition:
A kind of party and entity identification. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of agent in role. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a relative concept that ties an independent party to a specific role they are standing in in which they play some part i.e. are party to
Model-Generated Definition:
A kind of Specification. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A description of a product or service including its unit cost, number of units and total cost.
Model-Generated Definition:
A kind of classifier.
Definition: Specifies the market domain in which a product is offered.
Model-Generated Definition:
A kind of commitment.
Definition: A commitment to provide a product or service for an agreed price, if a buyer comes along.
Model-Generated Definition:
A kind of m b s deal. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An issue of Mortgage Backed Security instruments in which payments on the pool are passed through to investors
Model-Generated Definition:
A kind of m b s deal prospectus.
Definition: The written prospectus for an agency, pass through issue of Mortgage Backed Securities
Model-Generated Definition:
A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.
Model-Generated Definition:
A kind of security note (please review). A valid occurrence may have the following properties:
Definition: An individual note of a pass through instrument.
Model-Generated Definition:
A kind of debt issue underwriter.
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews
Model-Generated Definition:
A kind of mortgage pool.
Definition:
Model-Generated Definition:
A kind of identity document.
Definition: a document, issued by a national government, which certifies the identity and nationality of its holder for the purpose of international travel
Model-Generated Definition:
A kind of Tense.
Definition:
Model-Generated Definition:
A kind of status and status code value. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of timed value. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: a party to whom a debt should be paid, or to whose order a bill of exchange, note, or check is made payable
Model-Generated Definition:
A kind of party in role. A valid occurrence may have the following properties:
Definition: a party who pays a bill or fees
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: delivery of money in fulfillment of an obligation, such as to satisfy a claim or debt
Model-Generated Definition:
A kind of value changing activity (please review).
Definition: An activity in which one actor makes a payment to another actor for some reason.
Model-Generated Definition:
A kind of loan principal repayment terms. A valid occurrence may have the following properties:
Definition: Terms covering other arrangements for payments such as paying scheduled payments early to be applied on the scheduled payment dates.
Model-Generated Definition:
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
Definition: an event that involves delivery of money in fulfillment of an obligation
Model-Generated Definition:
A kind of record. A valid occurrence satisfies the following necessary conditions:
Definition: a record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation
Model-Generated Definition:
A kind of credit institution or investment firm. A valid occurrence satisfies the following necessary condition:
Definition: a legal person that has been granted authorisation in accordance with Article 10 to provide and execute payment services throughout the European community
Model-Generated Definition:
A kind of commitment and duty. A valid occurrence may have the following properties:
Definition: a legally enforceable duty to pay a sum of money, or agree to do something (or not to do something), according to the terms stated in a contract
Model-Generated Definition:
A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:
Definition: Obligation to make payments on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.
Model-Generated Definition:
A kind of payment obligation. A valid occurrence may have the following properties:
Definition: Obligation for payment in settlement of a transaction when this payment takes the form of delivery of some payment in kind.
Model-Generated Definition:
A kind of method.
Definition: Selection of possible places to be specified for the payments in a Master Agreement.
Model-Generated Definition:
A kind of payment place specification method.
Definition:
Model-Generated Definition:
A kind of payment place specification method.
Definition:
Model-Generated Definition:
A kind of payment place specification method.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary condition:
Definition: schedule for delivery of money in fulfillment of an obligation, such as a coupon payment schedule, loan payment schedule, interest payment schedule
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary condition:
Definition: a Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation
Model-Generated Definition:
A kind of merchant service. A valid occurrence satisfies the following necessary condition:
Definition: a financial service that involves acceptance of electronic payments by a variety of payment methods including credit card, bank-based payments such as direct debit, bank transfer, and real-time bank transfer based on online banking
Model-Generated Definition:
A kind of rate. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of TransactionHistory. A valid occurrence satisfies the following necessary conditions:
Definition: A record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation.
Model-Generated Definition:
A kind of collection and schedule. A valid occurrence satisfies the following necessary conditions:
Definition: A Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation.
Model-Generated Definition:
A kind of asset underlier.
Definition: The list of n assets which are used to determine a best or worst value in determining conditinal payoff commitments.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of financial service.
Definition: a financial service, typically provided to small businesses that are not large enough to have an internal finance organization, that involves managing payment of wages to employees
Model-Generated Definition:
A kind of method.
Definition: Selection of types of balance to which pre-payment interest penalties may be applied.
Model-Generated Definition:
A kind of Number and Numeric Ratio.
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: a proportion of something expressed as a percentage amount
Model-Generated Definition:
A kind of rate basis type.
Definition: Percentage specified as percent of CAV (Cumulative Average Value)
Model-Generated Definition:
A kind of monetary measure. A valid occurrence may have the following properties:
Definition: a measure of some amount of money expressed as a percentage of some other amount, some notional amount or some concrete money amount
Model-Generated Definition:
A kind of rate basis type.
Definition: Figure specified as a percentage of Par Value
Model-Generated Definition:
A kind of strike price specification. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of method. A valid occurrence may have the following properties:
Definition: A method for performance determination (e.g. Time weighted and money weighted, annualized, gross of fee) along with the time frame in which this is determined. PLUS Performances NamePeriod
Model-Generated Definition:
A kind of periodic time series. A valid occurrence satisfies the following necessary conditions:
Definition: A series of dates at regular intervals.
Model-Generated Definition:
A kind of date.
Definition: the date on which a schedule event occurs in some parametric schedule
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of floating rate note.
Definition: A Floating Rate Note in which ... information to follow.
Model-Generated Definition:
A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a person; any member of the species homo sapiens
Model-Generated Definition:
A kind of personal dated facts (please review). A valid occurrence satisfies the following necessary condition:
Definition: Pertinent economic facts about an individual person at the time a given loan was approved.
Model-Generated Definition:
A kind of borrower ongoing dated facts (please review) and information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Facts about a natural person. These are facts that are true as at a given time.
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
Definition: Consumer Loan: The recipient (borrower) is an end consumer. Types: Home Mortgage
Model-Generated Definition:
A kind of loan borrower. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of loan contract. A valid occurrence satisfies the following necessary conditions:
Definition: The contract for a loan which is advanced to an individual human beings or two more individual human beings in their personal capacities.
Model-Generated Definition:
A kind of mortgage loan borrower assessment information (please review) and personal loan borrower assessment information (please review).
Definition:
Model-Generated Definition:
A kind of name. A valid occurrence may have the following properties:
Definition: The name of an individual person.
Model-Generated Definition:
A kind of time sensitive information.
Definition:
Model-Generated Definition:
A kind of virtual address.
Definition: a virtual address for communication via phone
Model-Generated Definition:
A kind of address. A valid occurrence satisfies the following necessary conditions:
Definition: a physical address where communications can be addressed, papers served or representatives located for any kind of organization or person
Model-Generated Definition:
A kind of measurable asset. A valid occurrence satisfies the following necessary condition:
Definition: A Physical Thing held by some party and having some value.
Model-Generated Definition:
Definition: Something you can touch.
Model-Generated Definition:
A kind of location.
Definition: A location in physical space
Model-Generated Definition:
A kind of site. A valid occurrence satisfies the following necessary conditions:
Definition: A physical site is a an actual location that situates something, typically a structure or building, archeological dig, landing location for an aircraft or spacecraft, etc. From biology, this could also be the site of a wound, and active site, and so forth. A physical site has certain characteristics that contribute to the context it provides, including area, shape, accessibility, and in the case of a geographic site, landforms, soil and ground conditions, climate, and so forth.
Model-Generated Definition:
A kind of agency c m o. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Planned Amortization Class tranche.This is a tranche where the principal payment must follow a certain schedule.
Model-Generated Definition:
A kind of Temporal Value.
Definition:
Model-Generated Definition:
A kind of statistical program.
Definition: a program conducted on a regular basis that provides information on purchases of various items and services by consumers
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A high-level overall plan embracing the general goals and acceptable procedures especially of a governmental body Further notes: A policy defines the requirements and constraints for a strategy in which some entity pursues some goals.
Model-Generated Definition:
A kind of legal person. A valid occurrence satisfies the following necessary conditions:
Definition: a legal person that is a supranational entity, crown, state, or subordinate civil authority, such as a province, prefecture, county, municipality, city, or district representing the people of that entity
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary conditions:
Definition: a combination of resources for a common purpose or benefit
Model-Generated Definition:
A kind of analytical information.
Definition: Paramater that describes some aspect of the behaviour of some kind of pool.
Model-Generated Definition:
A kind of debt issue prospectus.
Definition: Prospectus describing the terms of the issue and each of the instruments included in the pool backed security issue. Term origin:SMER
Model-Generated Definition:
A kind of debt offer issue. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The issue of a series of Pool Backed Security certificates. These are (at least in this context) securities issued backed by a pool of individual loans, mortgages or other individual loan products.
Model-Generated Definition:
A kind of cash structured finance instrument. A valid occurrence satisfies the following necessary conditions:
Definition: A type of bond or note which derives its cashflow from some underlying pool of debt in which loans or mortgage advanced to borrowers are pooled together for the purposes of creating this type of security. Further notes: This is distinguished from CDO instruments which have an underlying pool of debt securities, as distinct from an underlying pool of loan products such as mortgages, credit cards or loans.
Model-Generated Definition:
A kind of security issuer. A valid occurrence satisfies the following necessary condition:
Definition: The issuer of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO.
Model-Generated Definition:
A kind of constituent and thing in role that can be recognized when an occurrence meets one of the following conditions:
Definition: something that is a component of a pool
Model-Generated Definition:
A kind of equity. A valid occurrence satisfies the following necessary condition:
Definition: a share or proportion of the capital gains in some pool investment such as a fund or a debt asset pool
Model-Generated Definition:
A kind of reference factor. A valid occurrence may have the following properties:
Definition: How much of the original pool is still outstanding. This is a number below one. Expressed as percentage.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The rate at which the pool is paying down. This is based on observed factor. CPR, SMM, etc. etc. Measured differently for different kinds of security. CBO might have a prepayment rate for example if the underlying bond is callable. with a non agency mortgge dela, defualts will effect this. so for instance there is principal is no lnger inthe pool because the mortgagee defaults. With agency these are not taken out in the case of default but for non agency these mortgages are removed from the pool if and when a mortgagee defualts.
Model-Generated Definition:
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.
Model-Generated Definition:
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
Definition: The weighted average of the time until all maturities on loans in a pool. The higher the weighted average to maturity of the loans, the longer the loans in the pool have until maturity. REVIEW: Adapted from instrument specific definition from Investopedia. Review of 23 September identified that certain figures exist for pool and for instrument, whereas Investopedia definition was for Instrument (tranche, class etc.).
Model-Generated Definition:
A kind of physical location.
Definition: a community in which people live or have lived, without being specific as to size, population or importance
Model-Generated Definition:
A kind of civilian non-institutional population.
Definition: a subset of the civilian, noninstitutional population, that is considered neither employed nor unemployed by the reporting agency during the reporting period
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a collection of investments (financial assets) such as stocks, bonds and cash equivalents, as well as mutual funds
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Security or other price against which the performance of the portfolio is evaluated.
Model-Generated Definition:
A kind of stock in trade. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Some financial instrument or other asset held in an investment portfolio.
Model-Generated Definition:
A kind of financial asset. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the contents of holding of one or more portfolios of investments held by an individual investor or entity
Model-Generated Definition:
A kind of investment strategy. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The manner in which the portfolio manager tries to reach the funds objectives.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Person or entity responsible for day to day investment decisions for a fund or asset.
Model-Generated Definition:
A kind of holding. A valid occurrence satisfies the following necessary condition:
Definition: an investor's stake, i.e., a holding, in a particular asset (such as an individual security)
Model-Generated Definition:
A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of physical location.
Definition: A PO Box.
Model-Generated Definition:
A kind of geophysical location and physical location. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a physical area uniquely identified by some postal code
Model-Generated Definition:
A kind of physical address.
Definition: a physical address where postal communications can be addressed, for any kind of organization or person
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Text which is part of some Postal Address. Editorial Note: This is labeled as Address Element but is specific to Postal Addresses. The more general term for elements of any type of address is Address Component. This also covers e.g. network addresses, URIs.
Model-Generated Definition:
A kind of postal address element. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of option premium pre or post type.
Definition:
Model-Generated Definition:
A kind of London Interbank Offered Rate.
Definition:
Model-Generated Definition:
A kind of legal capacity. A valid occurrence satisfies the following necessary condition:
Definition: Written legal authority given by one party (the principal) to another (the agent or attorney-in-fact) to act on the principals behalf. It may be a (1) General power Of attorney that authorizes the agent to act generally on behalf of the principal, or (2) Special power of attorney that is limited to a specific act or situation. Decisions made and actions taken by an attorney in fact (within the scope of his or her authority) are legally binding on the principal. A power of attorney can remain in force only so long as the principal is alive and does not become disabled or incapacitated. Although it is often conferred on the principals attorney, one does not need to be an attorney at law to be an attorney-in-fact.
Model-Generated Definition:
A kind of written contract. A valid occurrence satisfies the following necessary conditions:
Definition: A written commitment to lend when specified conditions are met, e.g. finding suitable property, and unchanged creditworthiness.
Model-Generated Definition:
A kind of request. A valid occurrence satisfies the following necessary conditions:
Definition: request from a potential borrower that a lender commit to pre-approving the borrower for a loan of up to a specified amount of money.
Model-Generated Definition:
A kind of contractual right.
Definition: The rights of various parties in respect of the assets of some entity in the event of that entity being wound up.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of share. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Agreed Dividend or Coupon payments to the holder of a Preferred Share.
Model-Generated Definition:
A kind of dividend terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms for payment of a Dividend on a Preferred Stock.
Model-Generated Definition:
A kind of fund share class unit.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of option party. A valid occurrence satisfies the following necessary condition:
Definition: The party responsible for making the payment of an Equity Option Premium.
Model-Generated Definition:
A kind of option premium expression. A valid occurrence may have the following properties:
Definition: The expression of the premium as a percentage of the notional value of the transaction.
Model-Generated Definition:
A kind of option premium expression. A valid occurrence may have the following properties:
Definition: The expression of the premium as a function of the number of options.
Model-Generated Definition:
A kind of option party.
Definition: The party that receives the payments of an Equity Option Premium. FpML: 'A reference to the party that receives the payments corresponding to this structure.'
Model-Generated Definition:
A kind of DebtRelativeValueSelection.
Definition: A premium over the face (or par) value, i.e. some amount greater than the par value of the instrument.
Model-Generated Definition:
A kind of option premium pre or post type.
Definition:
Model-Generated Definition:
A kind of value changing activity (please review).
Definition:
Model-Generated Definition:
A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The rate at which the pool is paying down.
Model-Generated Definition:
Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).
Model-Generated Definition:
A kind of Tense.
Definition:
Model-Generated Definition:
A kind of quantity value.
Definition: an amount of money, goods, or services requested, expected, required, or given in exchange for something else
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: Some monetary value ascribed to something, as being a measure of its value or perceived value.
Model-Generated Definition:
A kind of financial instrument analytical parameter and market data. A valid occurrence satisfies the following necessary condition:
Definition: Information that is about prices, rather than actually being a price.
Model-Generated Definition:
A kind of price exchange specification. A valid occurrence may have the following properties:
Definition: The specification of the price of some item in terms of the number of some other (non currency) items of value that may exchanged for some quantity of the item so prices.
Model-Generated Definition:
A kind of variable determination method.
Definition: The way in which the price of something is determined or is to be determined.
Model-Generated Definition:
A kind of price specification and timed parameter. A valid occurrence satisfies the following necessary conditions:
Definition: The specification of a price in terms of the exchange of some quantity of some item of value in return for some quantity of the item so priced. That is, a simple price or exchange ratio which specifies the amount of an asset that will be exchanged for another asset;
Model-Generated Definition:
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
Definition: A price which is an interpolation between two publicly available prices fo rths instrument.
Model-Generated Definition:
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
Definition: The specification of a price using a model.
Model-Generated Definition:
A kind of formula argument and price specification. A valid occurrence satisfies the following necessary condition:
Definition: The specification of a price as a quote of the primary parameter passed into an algorithm used to calculate the Present Value of the relevant Asset.
Model-Generated Definition:
A kind of price spread specification.
Definition: The specification of a price in terms of the difference between that price as a percentage, and some publicly available rate at that same point in time, such as the interest rate on a Treasury Note or an inter-bank rate (IBOR).
Model-Generated Definition:
A kind of price exchange specification. A valid occurrence may have the following properties:
Definition: The specification of a price in terms of some ratio to the face value of the item, expressed as a percentage. Security price per Hundred.
Model-Generated Definition:
Definition: The specification of a price, that is some formal and actionable definition of the value in exchange of some item.
Model-Generated Definition:
A kind of spread. A valid occurrence may have the following properties:
Definition: The difference between two prices.
Model-Generated Definition:
A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The specification of a price in terms of the difference between that price and some other paramater at that same point in time.
Model-Generated Definition:
A kind of structured collection. A valid occurrence satisfies the following necessary condition:
Definition: a structured collection of quoted prices, such as market prices for some index or security, such that volatility may be constructed for the structure
Model-Generated Definition:
Definition: Value given to a price. FIBIM
Model-Generated Definition:
A kind of price parameter specification. A valid occurrence may have the following properties:
Definition: The specification of an option price in terms of its volatility, that being a measure of the variability of the price of the transaction over which the beneficiary of the option has control.
Model-Generated Definition:
A kind of price spread specification. A valid occurrence satisfies the following necessary condition:
Definition: The specification of a price in terms of the difference between the yield that an investor requires for an investment and the published yield on some reference instrument at that same point in time, such as a Treasury Note.
Model-Generated Definition:
A kind of mathematical model. A valid occurrence may have the following properties:
Definition: The model used in the Price Model Specification.
Model-Generated Definition:
A kind of loan borrower.
Definition:
Model-Generated Definition:
A kind of business site. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of regulatory agency that can be recognized when an occurrence meets one of the following conditions:
Definition: the primary federal regulator for an institution as defined by the National Information Center (NIC) registry
Model-Generated Definition:
A kind of trading location preference.
Definition:
Model-Generated Definition:
A kind of trading location preference.
Definition:
Model-Generated Definition:
A kind of monetary amount. A valid occurrence satisfies the following necessary condition:
Definition: the value (monetary amount) of an obligation, such as a bond or loan, raised and that must be repaid at maturity
Model-Generated Definition:
A kind of amortization type.
Definition:
Model-Generated Definition:
A kind of formula. A valid occurrence satisfies the following necessary condition:
Definition: A formula for calculation of principal payments.
Model-Generated Definition:
A kind of formula expression.
Definition: The expression of the formula by which the payment of principal is formally described.
Model-Generated Definition:
A kind of amortization type.
Definition:
Model-Generated Definition:
A kind of debt terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: contract terms that specify requirements for repayment of the principal
Model-Generated Definition:
A kind of s t r i p. A valid occurrence may have the following properties:
Definition: A Debt Instrument which consists of the principal component alone, of a Debt Security.
Model-Generated Definition:
A kind of underwriter.
Definition: Principal underwriter of or for any investment company other than a closed-end company, or of any security issued by such a company, means any underwriter who as principal purchases from such company, or pursuant to contract has the right (whether absolute or conditional) from time to time to purchase from such company, any such security for distribution, or who as agent for such company sells or has the right to sell any such security to a dealer or to the public or both, but does not include a dealer who purchases from such company through a principal underwriter acting as agent for such company. Principal underwriter of or for a closed-end company or any issuer which is not an investment company, or of any security issued by such a company or issuer, means any underwriter who, in connection with a primary distribution of securities, (a) is in privity of contract with the issuer or an affiliated person of the issuer; (b) acting alone or in concert with one or more other persons, initiates or directs the formation of an underwriting syndicate; or (c) is allowed a rate of gross commission, spread, or other profit greater than the rate allowed another underwriter participating in the distribution.
Model-Generated Definition:
A kind of contractual element.
Definition: the level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority
Model-Generated Definition:
A kind of business entity, formally constituted organization, and juridical person.
Definition: a hybrid business entity having certain characteristics of both a corporation and a partnership or sole proprietorship (depending on how many owners there are).
Model-Generated Definition:
A kind of shareholder equity.
Definition:
Model-Generated Definition:
A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:
Definition: A holding of private equity.
Model-Generated Definition:
A kind of foundation.
Definition: A form of foundation registered in Panama.
Model-Generated Definition:
A kind of m b s deal.
Definition:
Model-Generated Definition:
A kind of securities offering. A valid occurrence satisfies the following necessary condition:
Definition: an offering for the sale of stocks, bonds, or other investments directly to an institutional or other qualified investor
Model-Generated Definition:
A kind of offering document.
Definition: a legal document stating the objectives, risks and terms of investment involved with a private placement
Model-Generated Definition:
A kind of stock corporation.
Definition: A firm whose issued shares are all held by a family or a small group of investors and, therefore, cannot be bought by the public.
Model-Generated Definition:
A kind of share. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of alienable right.
Definition: The alienable liberty to do something.
Model-Generated Definition:
A kind of partial call allocation.
Definition:
Model-Generated Definition:
A kind of numerical parameter. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of mathematical model.
Definition:
Model-Generated Definition:
A kind of probability.
Definition: The probability of some default on some obligation.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Some business entity that stands in some role.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: the manufacturer of a product, also called maker
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing a measure of the rate of change over time in the prices of goods and services bought and sold by producers
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A commercially distributed good that is (1) tangible property, (2) the output or result of a fabrication, manufacturing, or production process, or (3) something that passes through a distribution channel before being consumed or used.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:
Definition: A requirement governing what representations can be made about a product, as it affects the consumer.
Model-Generated Definition:
A kind of information right (please review).
Definition: The right to information about products at the point of purchasing these.
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a product
Model-Generated Definition:
A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:
Definition: an arrangement that compares the cyclical nature of families, organizations, processes, products, marketing, and order management, portfolio management or other systems with the cradle to grave life stages (birth, growth, maturity, decay, and death) of living organisms
Model-Generated Definition:
A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:
Definition: a kind of event that occurs during one or more stages of a product lifecycle
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an occurrence of an event that occurs during a specific stage of a specific product lifecycle
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: a realization of a product lifecycle
Model-Generated Definition:
A kind of classifier. A valid occurrence satisfies the following necessary conditions:
Definition: a phase in a product lifecycle
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: an instance of a phase in an occurrence of a given product lifecycle
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:
Definition: an economic indicator representing a ratio of a volume measure of output to a volume measure of input use
Model-Generated Definition:
A kind of business objective.
Definition: an objective that reflects pursuit of a financial benefit that may be realized when the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity
Model-Generated Definition:
A kind of goal.
Definition: Some stated goal of a project as set out in the project planning documentation.
Model-Generated Definition:
A kind of risk. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of impact. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of projected value. A valid occurrence may have the following properties:
Definition: Projected Coupon amount, along with parameters defining when and how this is projected.
Model-Generated Definition:
A kind of value. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The value is some projected future value.
Model-Generated Definition:
A kind of asset. A valid occurrence may have the following properties:
Definition: An asset which takes the form of some promised future cashflow. This may be securitized.
Model-Generated Definition:
A kind of unilateral contract and written contract.
Definition: a promissory note is a written, signed, unconditional, and unsecured promise by one party (the maker or promisor) to another (the payee or promisee) that commits the maker to pay a specified sum on demand, or on a fixed or a determinable date
Model-Generated Definition:
A kind of physical asset. A valid occurrence satisfies the following necessary condition:
Definition: A physical property (building) regarded as an asset.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A valuation of the collateral Real Property to support the Property collateral Arrangement
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: the act of analyzing one or more aspects of a real property for independent assessment of status or deficiency
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of owner.
Definition:
Model-Generated Definition:
A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:
Definition: The sale and purchase of real estate.
Model-Generated Definition:
Definition: not sure if this is useful as a common class. Used for grouping of new activity terms around mortgage lending and propery purchase for now
Model-Generated Definition:
A kind of classifier.
Definition: A category for the manner in which the borrower intends to utilize the property.
Model-Generated Definition:
A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:
Definition: The activity whereby some real estats is valued by some agent, for some purpose (for example, for the purpose of granting or denoying a loan).
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Valuation of the property at some point in time.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The party which carries out the valluation of the property for the purpose of a mortgage loan. Further notes: Also: See Event State Analysis at Fannie Mae, for core processes, as partof the enterprise data architecture transformation, e.g. ESA for single family and multi family loans.
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: The act of analyzing one or more aspects of a real property for independent assessment of status or deficiency.
Model-Generated Definition:
A kind of security identification scheme. A valid occurrence may have the following properties:
Definition: a security identification scheme published by a data provider or other commercial entity
Model-Generated Definition:
A kind of security identifier. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an identifier supplied by a commercial data provider or government, such as a RIC code
Model-Generated Definition:
A kind of formal document.
Definition: A document which at one and the same time describes some future potential investment and sets out the legal terms which will form part of the contract which embodies that investment, should the recipient choose to invest as described in the prospectus. Term origin:SR Modeling
Model-Generated Definition:
A kind of offering document.
Definition: a formal, written offering document to sell securities that provides the facts an investor needs to make an informed investment decision
Model-Generated Definition:
A kind of c d s party. A valid occurrence satisfies the following necessary condition:
Definition: The party which buys protection against a default on the Reference Obligation, from the Protection Seller.
Model-Generated Definition:
A kind of c d s party. A valid occurrence satisfies the following necessary condition:
Definition: The party which sells protection against a default on the Reference Obligation, to the Protection Buyer. This party commits to purchase the Refernce Obligation or some agreed alternative (the Deliverable Obligation), or settle for an equivalent amount in cash, in the event that the Credit Event defined in the contract takes place.
Model-Generated Definition:
A kind of independent party.
Definition: This is the independent party, not the party in role
Model-Generated Definition:
A kind of independent party.
Definition: This is the independent party, not the party in role
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of securities offering. A valid occurrence satisfies the following necessary condition:
Definition: an offering of securities for sale to the investment public, after compliance with registration requirements of the relevant regulatory authorities
Model-Generated Definition:
Definition: Classification facet.
Model-Generated Definition:
A kind of objective.
Definition: an objective that reflects values generally thought to be shared by and that is intended to benefit the populace as a whole
Model-Generated Definition:
A kind of report. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A record about an action involving a party that is publicly available from court or other government agencies. This can include court actions such as bankruptcy and foreclosure, as well as liens and other events that have been recorded.
Model-Generated Definition:
A kind of classifier.
Definition: A particular classification of public record, e.g. tax lien, wage garnishment, foreclosure.
Model-Generated Definition:
A kind of shareholder.
Definition: a shareholder that holds publicly issued shares in a listed company
Model-Generated Definition:
A kind of document. A valid occurrence may have the following properties:
Definition: anything made public by print (such as a newspaper, magazine, pamphlet, letter, telegram, via computer modem or program, or in a poster, brochure or pamphlet), orally, or by broadcast (radio, television)
Model-Generated Definition:
A kind of stock corporation.
Definition: a company whose shares are traded and held publicly
Model-Generated Definition:
A kind of issued debt. A valid occurrence may have the following properties:
Definition: An amount of Debt issued under a given Debt security.
Model-Generated Definition:
A kind of issued debt. A valid occurrence may have the following properties:
Definition: an issued debt in the form of a tradable debt instrument (security)
Model-Generated Definition:
A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The equity which exists in an incorporated company, which has been issued to the public in the form of shares. This class defines the equity itself, as distinct from the shares which give a holder the ownership of that equity, i.e. this is what is owned by the share holder.
Model-Generated Definition:
A kind of equity instrument, exchange traded security, registered security, and share. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A publicly traded security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings.
Model-Generated Definition:
A kind of debt published point in time price.
Definition: A price published by a market data vendor at the end of the trading day.
Model-Generated Definition:
A kind of publication. A valid occurrence may have the following properties:
Definition: published information made available by a financial information publisher
Model-Generated Definition:
Definition: A value defined in advance in a schedule, as part of the bond terms in the prospectus. an example of this is a stepped coupon in a bond.
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary conditions:
Definition: Information put into the public domain by some party or sold at a profit.
Model-Generated Definition:
A kind of market data and timed parameter.
Definition: The price of some financial instrument on some market, published by some agent, in some suitable format.
Model-Generated Definition:
A kind of debt published point in time price.
Definition: A debt instrument price quoted or defined in terms of a spread of that instrument's price with reference to some reference rate. The reference rate may be either a market interest rate such as an IBOR or the rate of interest on some reference instrument.
Model-Generated Definition:
A kind of published price as rate spread. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Terms for the paydown of principal in a sinking fund type of amortizing security.
Model-Generated Definition:
A kind of agent in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An organization (such as a publishing house) which makes information. available.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party responsible for the printing or distribution of digital or printed information
Model-Generated Definition:
A kind of formally constituted organization.
Definition: Some business entity which specializes in publishing information.
Model-Generated Definition:
A kind of functional business entity. A valid occurrence satisfies the following necessary condition:
Definition: some organization whose principal role is to publish information
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of stockholders rights instrument. A valid occurrence may have the following properties:
Definition: Anti-takeover device that gives a prospective acquiree’s shareholders the right to buy usually shares of the firm or shares of anyone who acquires the firm at a deep discount to their fair market value.
Model-Generated Definition:
Definition: The context in which some thing is, may be or is planned to be put to some use by someone.
Model-Generated Definition:
A kind of purposive thing. A valid occurrence satisfies the following necessary conditions:
Definition: An amount of something defined in terms of its usefulness for some purpose. Scope Note: Includes investment capital (an amount of capital intended or used for investment), and amounts of raw material used or to be used in e.g. manufacture of something.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: Something described in terms of its purpose or potential purpose. Editorial Note: That which fulfils this role is generally taken to be some kind of Independent Thing However it is conceivable that the existence of some relative thing, for example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not siply a thing in itself. therefore the identity relationship is modeled with a range of Thing, but is modeled as a separate relationship to that of Relative Thing in order to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.
Model-Generated Definition:
A kind of scheduled event date.
Definition: Date on which the instrument may be put.
Model-Generated Definition:
A kind of occurrence kind.
Definition: an event associated with the put schedule for a debt instrument, i.e., an event involving the 'put', or surrender of the instrument by the holder
Model-Generated Definition:
A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:
Definition: a redemption provision giving the holder the right, but not the obligation, to sell a specified amount of the debt instrument (i.e., redeem it), prior to maturity
Model-Generated Definition:
A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:
Definition: a provision of a put feature defining notification requirements
Model-Generated Definition:
A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:
Definition: The putting i.e. the giving up of units of a Traded Security by Holders.
Model-Generated Definition:
A kind of option buyer.
Definition: The Party which is the buyer of the Put Option. This party has the option but not the obligation to transact as the Seller of the Option Underlying.
Model-Generated Definition:
A kind of option contract. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of option type.
Definition:
Model-Generated Definition:
A kind of option writing party.
Definition: The Party which is the writer of the Put Option. This party has the obligation to transact as the Buyer of the Option Underlying.
Model-Generated Definition:
A kind of monetary price.
Definition: an amount over par that a debt instrument holder must pay to sell the security early
Model-Generated Definition:
A kind of monetary price.
Definition: a price at which a debt instrument with a put feature may be sold by the holder
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
Definition: a schedule that defines the events associated with the put feature of a debt instrument, i.e, the dates on which the debt instrument may be sold at what price by the holder
Model-Generated Definition:
A kind of schedule.
Definition:
Model-Generated Definition:
A kind of ad hoc schedule and put schedule. A valid occurrence satisfies the following necessary condition:
Definition: Schedule of dates on which a Traded Security may be Put by the Holder.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Contractual terms for a feature that provides the bond holder the contractual option to redeem the bond prior to the scheduled maturity date.
Model-Generated Definition:
A kind of date period.
Definition: an explicit period of time prior to a put date during which holder or agent must give notice to an issuer
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Window of number of days prior to a mandatory or optional redemption date that the issuer/agent must give notice to holders.
Model-Generated Definition:
A kind of legal holding restriction. A valid occurrence may have the following properties:
Definition: a legal holding restriction specifying that only qualified investors may hold the security, optionally for a defined holding period (if this is not defined then the period is indefinite)
Model-Generated Definition:
A kind of quantified resource. A valid occurrence satisfies the following necessary condition:
Definition: Some measured or quantified amount of some raw material. Scope Note: This is a kind of economic resource i.e. it may be bought or sold or exchanged, or put to work in some process.
Model-Generated Definition:
A kind of economic resource. A valid occurrence satisfies the following necessary condition:
Definition: An amount of something which is defined in terms of its use for some purpose.
Model-Generated Definition:
Definition: A measured amount of anything (material or time). This is an actual quantity of something rather than the abstract concept of the amount that something is of. Hence it is concrete not abstract.
Model-Generated Definition:
A kind of measure. A valid occurrence satisfies the following necessary condition:
Definition: a property of a phenomenon, body, or substance, to which a number can be assigned with respect to a reference
Model-Generated Definition:
A kind of classifier.
Definition: a categorization type for ‘quantity’ that characterizes quantities as being mutually comparable
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of measure. A valid occurrence satisfies the following necessary condition:
Definition: number and measurement unit together giving magnitude of a quantity
Model-Generated Definition:
A kind of share price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A price quoted for the purchase or sale of a security.
Model-Generated Definition:
A kind of exchange rate and market rate. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency
Model-Generated Definition:
A kind of monetary price and published financial information. A valid occurrence satisfies the following necessary condition:
Definition: a monetary price quoted by some publisher on a given date
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Some imbalance, at a given point in time, between the respective rights and obligations of two parties with respect to one another.
Model-Generated Definition:
A kind of contingent obligation.
Definition:
Model-Generated Definition:
A kind of contingent right.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: a category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color
Model-Generated Definition:
A kind of classifier.
Definition: A category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color.
Model-Generated Definition:
A kind of quantity.
Definition: a quantity measured with respect to some other quantity
Model-Generated Definition:
A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:
Definition: The rate of change of some measurable parameter over some period of time.
Model-Generated Definition:
A kind of non-physical underlier, observable underlier, and observable value. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of method.
Definition: The type of basis for a percentage quoted figure, as used in specifying Bond Call percentage amounts. REVIEW: Does this same meaningful term have wider applicability?
Model-Generated Definition:
A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of schematic code and time sensitive information. A valid occurrence may have the following properties:
Definition: A schematic code which is used to express an opinion about something, as expressed by some agent. This may take different values at different times, as the agent expressing that opinion may revise it from time to time.
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of expression and statistical measure.
Definition: a proportional relationship between two different numbers or quantities, or in mathematics a quotient of two numbers or expressions, arrived at by dividing one by the other
Model-Generated Definition:
A kind of quantity and ratio. A valid occurrence satisfies the following necessary conditions:
Definition: a proportional relationship specifically between two different quantities or expressions, arrived at by dividing one by the other
Model-Generated Definition:
A kind of system of quantities.
Definition:
Model-Generated Definition:
A kind of quantity value and ratio. A valid occurrence satisfies the following necessary conditions:
Definition: a proportional relationship specifically between two different quantity values that gives rise to a datum of a specific quantity type
Model-Generated Definition:
A kind of purposive amount. A valid occurrence satisfies the following necessary condition:
Definition: An amount of some material intended to be used for some purpose e.g. in manufacture, refinery. Scope Note: This is out of scope for financial services applications (unless it is needed for various loan purposes). This may be implemented in manufacturing models to define various manufacturing and refinement purposes, but at this level it is more general than any one of those.
Model-Generated Definition:
A kind of industry sector classifier.
Definition: a classifier used for price indices related to raw materials purchased by industries in Canada for further processing
Model-Generated Definition:
A kind of contract party.
Definition: A party to a repurchase agreement.
Model-Generated Definition:
A kind of physical location. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: land plus anything permanently fixed to it, including buildings, sheds and other items attached to the structure
Model-Generated Definition:
A kind of valuation. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An act of real estate valuation conducted by an appraiser or technology with a logical model that performs the same function. Valuation determines the amount of money a real estate property is worth, through one or more methodologies.
Model-Generated Definition:
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
Definition: Leg which relates to some statistical measure of performance of the underlying.
Model-Generated Definition:
Definition: Terms for legs which relate to some statistical measure of performance of the underlying.
Model-Generated Definition:
A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary conditions:
Definition: A party appointed by some court for the purposes of winding up the affairs of some entity which is no longer solvent.
Model-Generated Definition:
A kind of collection.
Definition: a structured collection and document that memorializes and provides objective evidence of activities performed, events occurred, results achieved, or statements made, regardless of its characteristics, media, physical form, or the manner in which it is recorded or stored
Model-Generated Definition:
A kind of time interval.
Definition: a time interval that is consistent between elements of a regular schedule
Model-Generated Definition:
A kind of extraordinary redemption method.
Definition:
Model-Generated Definition:
A kind of extraordinary redemption method.
Definition:
Model-Generated Definition:
A kind of prescriptive event.
Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).
Model-Generated Definition:
A kind of extraordinary redemption method.
Definition:
Model-Generated Definition:
A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of scheduled event date.
Definition:
Model-Generated Definition:
A kind of fund price.
Definition:
Model-Generated Definition:
A kind of principal repayment terms.
Definition: a contract provision enabling the issuer (writer) to regain possession through repayment of some stipulated price
Model-Generated Definition:
A kind of schedule.
Definition:
Model-Generated Definition:
A kind of ad hoc schedule and redemption schedule. A valid occurrence satisfies the following necessary condition:
Definition: Schedule for payments of defined amounts of the Principal on a Debt Security.
Model-Generated Definition:
A kind of fund redemption restriction.
Definition: Restriction requiring an investor to refer to the fund order desk prior to redeeming a fund.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: a concept that refers to (or stands in for) another concept
Model-Generated Definition:
A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:
Definition: A debt instrument in the role of a reference instrument. Some property of the instrument is used in calculations, for example the interest or the yield of the instrument.
Model-Generated Definition:
A kind of document.
Definition: a document that provides pertinent details for consultation about a subject
Model-Generated Definition:
A kind of timed parameter. A valid occurrence may have the following properties:
Definition: Some factor which is referred to in calculations and which is itself calculated in order to perform those calculations.
Model-Generated Definition:
A kind of market rate. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of basket of securities.
Definition: The basket of securities which makes up a published index.
Model-Generated Definition:
A kind of securities basket constituent.
Definition: A security which makes up part of a Reference Index.
Model-Generated Definition:
A kind of market parameter timed value (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of interest rate and market rate. A valid occurrence may have the following properties:
Definition: a market rate that is a rate of interest paid by or agreed among some bank or set of banks
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of reference debt instrument. A valid occurrence satisfies the following necessary condition:
Definition: A Treasury Note or other sovereign debt the interest of which is used as a reference rate.
Model-Generated Definition:
Definition: the concept that another concept stands for or refers to
Model-Generated Definition:
A kind of debt issuance purpose.
Definition: A procedure whereby an issuer refinances outstanding bonds by issuing new bonds.
Model-Generated Definition:
A kind of consumer credit equal treatment requirement (please review) and disclosure requirement (please review).
Definition: US regulation concerning "Equal credit opportunity act" Electronic delivery of disclosures
Model-Generated Definition:
Definition: US Fed regulation "Truth in Lending Act" uniform standards for electronic delivery of disclosures
Model-Generated Definition:
A kind of geographical area.
Definition: Some area of land, either within a country or state or encompassing several countries and states, and referred to as a Region for some purpose or other.
Model-Generated Definition:
A kind of government. A valid occurrence satisfies the following necessary condition:
Definition: an administrative body for a small geographic area, such as a county, smaller town, or other similar community
Model-Generated Definition:
A kind of polity. A valid occurrence satisfies the following necessary conditions:
Definition: the legal person that corresponds to an administrative division, administrative unit, administrative entity or country subdivision (or, sometimes, geopolitical division or subnational entity), that has the capacity to incur debt, issue contracts, and enter into relations with other similar entities
Model-Generated Definition:
A kind of postal address.
Definition: The address at which an entity is registered and at which legal papers may be served.
Model-Generated Definition:
A kind of physical site.
Definition: An official Registered Address of a company, as registered with the appropriate Companies Registry for the jurisdiction in which the company is registered, and at which legal proceedings may be served upon the entity.
Model-Generated Definition:
A kind of multilateral trading facility. A valid occurrence satisfies the following necessary conditions:
Definition: a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II
Model-Generated Definition:
A kind of security. A valid occurrence satisfies the following necessary conditions:
Definition: a security that is registered with some registration authority and that may be traded in some trading venue (market)
Model-Generated Definition:
A kind of shareholder.
Definition: a shareholder that is registered on the shareholder registry for a company
Model-Generated Definition:
A kind of responsible party. A valid occurrence satisfies the following necessary conditions:
Definition: a party that has the capacity to act as a representative of a registration authority to provide registration services, including official record keeping
Model-Generated Definition:
A kind of address. A valid occurrence may have the following properties:
Definition: an address for a business, such as its legal address, headquarters address, address registered for obtaining a license, and so forth
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a formally constituted organization and legal entity that is responsible for maintaining a registry and provides registration services
Model-Generated Definition:
A kind of legal capacity.
Definition: the capacity of some natural person to formally register information in a registry on behalf of some registration authority
Model-Generated Definition:
A kind of information.
Definition: Any code by which something in formally registered, for example for the purposes of legal identification.
Model-Generated Definition:
A kind of organization identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier that is officially allocated to the organization at the time of registration in a jurisdiction in which said organization is organized or registered, used in that jurisdiction to identify the organization
Model-Generated Definition:
A kind of securities regulation. A valid occurrence may have the following properties:
Definition: a requirement for registraton of a security within some country, jurisdiction or federal province ... applies to a registered security, is a function of registration regulations
Model-Generated Definition:
A kind of classification scheme and identification scheme. A valid occurrence satisfies the following necessary conditions:
Definition: a scheme for organizing information and allocating identifiers to items in a registry
Model-Generated Definition:
A kind of service. A valid occurrence satisfies the following necessary condition:
Definition: service provided to individuals and/or organizations to register items in a registry
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a system, typically an information system, that records the registration of items
Model-Generated Definition:
A kind of reference. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an entry in a registry that specifies something about the thing that is registered
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier associated with an entry in a registry, i.e., one that provides an index to the registry for the identified item
Model-Generated Definition:
A kind of entire call.
Definition:
Model-Generated Definition:
A kind of floater tranche.
Definition: A floater tranche is a tranche that is keyed to an index and a spread. The spread is added to the index.
Model-Generated Definition:
A kind of schedule. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a schedule whose time intervals recur regularly
Model-Generated Definition:
A kind of commodity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a commodity under the jurisdiction of the regulatory agency, such as the Commodities Futures Trading Commission (CFTF), which includes any commodity traded in an organized contracts market
Model-Generated Definition:
A kind of exchange. A valid occurrence satisfies the following necessary conditions:
Definition: a medium for the exchange of goods or services over which a government body exerts a level of control. This control may require market participants to comply with environmental standards, product-safety specifications, information disclosure requirements and so on.
Model-Generated Definition:
A kind of legal construct. A valid occurrence satisfies the following necessary conditions:
Definition: a rule used to carry out a law
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier associated with a regulation
Model-Generated Definition:
A kind of investors' domicile restriction, qualified investor restriction, and securities regulation.
Definition: a securities regulation defining an exemption through which corporations can issue unregistered securities to qualified foreign investors and foreign institutions
Model-Generated Definition:
A kind of formally constituted organization.
Definition:
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a public authority or government agency responsible for exercising autonomous authority over some area of human activity in a regulatory or supervisory capacity
Model-Generated Definition:
A kind of entire call.
Definition:
Model-Generated Definition:
A kind of legal capacity.
Definition: the capacity of some natural person to regulate some industry, organization, or product by virtue of some certification program on behalf of some regulatory agency
Model-Generated Definition:
A kind of organization.
Definition: Some entity which has some regulatory function.
Model-Generated Definition:
A kind of legal requirement.
Definition: A requirement of some sort by which something is to be regulated.
Model-Generated Definition:
A kind of service. A valid occurrence satisfies the following necessary condition:
Definition: a service provided by a regulatory agency, which may include, but not be limited to, examination, monitoring, supervision, testing, or other capabilities required to ensure the integrity, fairness, safety, or other capacity of a given industry, organization, or product
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Any context in which Parties are defined.
Model-Generated Definition:
A kind of responsible party. A valid occurrence satisfies the following necessary condition:
Definition: a responsible party who manages the client's account (or portfolio of accounts) and oversees their relationship with the service provider
Model-Generated Definition:
Definition: A cash flow as seen from the perspective of a given balance sheet or by a given entity, that is a flow of funds into or or out of that balance sheet or on the part of that entity.
Model-Generated Definition:
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
Definition: a calculated date that is some duration before or after another date
Model-Generated Definition:
A kind of relative time and specified date. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A date defined in relation to some other date.
Model-Generated Definition:
A kind of date period and relative time. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of monetary price.
Definition: a relative price with respect to either a stated or market value for a debt instrument at some point in time, defined as par, premium, or discount
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition: Time defined in relation to some other time.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of not for profit corporation. A valid occurrence satisfies the following necessary condition:
Definition: a not for profit organization whose objective is specific to some fundamental set of beliefs and practices generally agreed upon by a number of people, and that is incorporated under the law
Model-Generated Definition:
A kind of body of law.
Definition: Some set of laws derived from and practised in the name of some religion.
Model-Generated Definition:
A kind of jurisdiction. A valid occurrence may have the following properties:
Definition: A Jurisdiction in which some system of religious law is in force.
Model-Generated Definition:
A kind of legal system.
Definition: Some system of law based on the ordering principle of reality as being knowledge as revealed by God and governing all human affairs.
Model-Generated Definition:
A kind of not for profit objective.
Definition: a not for profit objective that reflects the religious goals of an organization
Model-Generated Definition:
A kind of debt issuance purpose.
Definition: The process of reselling securities to the public that have been tendered for purchase by the previous owners thereof.
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of Remortgage.
Definition:
Model-Generated Definition:
A kind of Remortgage.
Definition:
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of loan phase.
Definition:
Model-Generated Definition:
A kind of re po party.
Definition: The borrower in the repurchase agreement.
Model-Generated Definition:
A kind of re po party.
Definition: The lender in the repurchase agreement.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A body of information organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis. Reports may refer to specific periods, events, occurrences, or subjects, and may be communicated or presented in oral or written form.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a body of information organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis. Reports may refer to specific periods, events, occurrences, or subjects, and may be communicated or presented in oral or written form
Model-Generated Definition:
A kind of document. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of process role business entity. A valid occurrence satisfies the following necessary condition:
Definition: Some part of some company which is treated as a distinct entity internally for reporting purposes, but which externally is not a distinct kind of entity in any way.
Model-Generated Definition:
A kind of reporting policy.
Definition: Frequency with which financial reports will be presented.
Model-Generated Definition:
A kind of duty. A valid occurrence satisfies the following necessary conditions:
Definition: An obligation to report to some entity about some matter.
Model-Generated Definition:
A kind of policy.
Definition: A policy relating to the provision of reports,
Model-Generated Definition:
Definition: Information about an entity which has a history of repossessions, about those repossessions.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of contract part.
Definition: Section containing statements held out by one party to the other as being true and correct at the time of the Agreement. A representation, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.
Model-Generated Definition:
A kind of entity credit event. A valid occurrence may have the following properties:
Definition: The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity.
Model-Generated Definition:
A kind of debt instrument and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A repurchase agreement (or repo) is an agreement between two parties whereby one party lends the other a security at a specified price with a commitment to take the security back at a later date for another specified price.
Model-Generated Definition:
A kind of business goal.
Definition: The goal of a business to maintain or enhance its reputation.
Model-Generated Definition:
A kind of occurrence. A valid occurrence satisfies the following necessary conditions:
Definition: an occurrence whereby an agent asks another agent for something or to do something
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
Definition: A request by some party to some other party for some thing or service.
Model-Generated Definition:
A kind of party in role.
Definition: The party making some request.
Model-Generated Definition:
A kind of registry identifier. A valid occurrence satisfies the following necessary condition:
Definition: a unique identifier assigned by the Federal Reserve to financial institutions
Model-Generated Definition:
A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of mortgage backed security instrument. A valid occurrence may have the following properties:
Definition: Residential Mortgage-Backed Securities, which are trust certificates (bonds) backed by a pool of residential mortgage loans.
Model-Generated Definition:
A kind of tranched m b s instrument.
Definition: Unknown Further notes: Verify whether Residual Tranche and Support Tranche are meant to be in the same list of types as PAC etc. i.e. can a tranche not be PAC and Residual? this looks suspicioulsy like two semantics.
Model-Generated Definition:
A kind of contingent obligation.
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party to which some responsibility has been given
Model-Generated Definition:
A kind of percentage.
Definition: a proportion of something expressed as a percentage amount and not exceeding 100% of that of which it is the percentage
Model-Generated Definition:
A kind of Percentage.
Definition:
Model-Generated Definition:
A kind of voting right.
Definition: Restricted Voting. The holder has the right to vote but there are restrictions on these rights.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Anything which prevents something being done which might otherwise be done. The Restriction is defined relative to the thing which might otherwise be done, which may be an activity of some sort. It is therefore a Relative Thing, with a property identifying that act or event.
Model-Generated Definition:
A kind of legal restriction. A valid occurrence may have the following properties:
Definition: a Securities & Exchange Commission rule modifying a two-year holding period requirement on privately placed securities to permit qualified institutional buyers to trade these positions among themselves
Model-Generated Definition:
A kind of entity credit event. A valid occurrence may have the following properties:
Definition: A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A textual code identifying the type of restructuring event in relation to some restructuring type scheme. This is information about the event rather than an aspect of the event itself, and is commonly identified in messages.
Model-Generated Definition:
A kind of scheme. A valid occurrence may have the following properties:
Definition: The scheme which defines the restructuring type in a Restructuring credit event.
Model-Generated Definition:
A kind of marketplace service.
Definition: The provision of retail space for the sale of goods by a party other than the owner of the retail space. Note: this is included with this Financial services notology architecture in order to put financial market listings in a context.
Model-Generated Definition:
A kind of equity.
Definition: the portion of net income which is retained by the corporation rather than distributed to its owners as dividends
Model-Generated Definition:
A kind of income.
Definition:
Model-Generated Definition:
A kind of swap leg. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of asset derivative contract and swap.
Definition:
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: The transaction of a total Return Swap. This is the transaction in which the return on some asset is exchanged for some agreed payment or series of payments.
Model-Generated Definition:
A kind of transaction business event. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of municipal bond.
Definition: A revenue bond is a municipal bond supported by the revenue from a specific project, such as a toll bridge, highway or local stadium. Revenue bonds are municipal bonds that finance income-producing projects and are secured by a specified revenue source. Typically, revenue bonds can be issued by any government agency or fund that is managed in the manner of a business, such as entities having both operating revenues and expenses.
Model-Generated Definition:
A kind of mortgage loan (please review).
Definition: Designed for senior citizens who want to borrow against the equity of house. The house has been paid for. How is it different?: Scenario based. If you have someone who is asset rich but cash poor then a traditional view of the mortgage wqould say yoiu must have th ecash to repay the loan, which would not apply in this case: we actually don't anticipate that you would repay it, maybe not even regular amounts on the loan, but when the loan expires, e.g. when you die, we will recover on the asset in the normal course of events. Not seen as a default but is an expectation that we will recover our funds. See Wikipedia. AKA Lifetime morgtage, seniores (age xxx or older) to release the home equity.
Model-Generated Definition:
A kind of mportgage loan contract. A valid occurrence satisfies the following necessary condition:
Definition: A mortgage contract that pays out money to the borrower against a set principal limit that is based on the value of existing equity in the underlying collateral. The interest is added to the principal balance.
Model-Generated Definition:
A kind of credit facility agreement. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Contract which embodies and defines the terms and conditions for a credit line based on some collaterial, which can be drawn down and/or paid back by the borrower.
Model-Generated Definition:
A kind of debt finance. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A credit line based on some collateral, that can be drawn down and/or paid back by the borrower.
Model-Generated Definition:
A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of closing price determination method.
Definition: Meaning not known
Model-Generated Definition:
A kind of conferred social construct.
Definition: entitlement (not) to perform certain actions, or (not) to be in certain states; or entitlement that others (not) perform certain actions or (not) be in certain states Stanford Encyclopedia of Philosophy
Model-Generated Definition:
Definition: The right to have a credit record corrected.
Model-Generated Definition:
A kind of mortgage loan purpose.
Definition:
Model-Generated Definition:
A kind of right.
Definition: The ability to reallocate rights Similarly Authority is the authority to impose some duties on others. Someone has the right to carry out the authority that imposes duties on another person, or to command them to do it.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of occurrence.
Definition: An information product derived from the transaction history of a credit account.
Model-Generated Definition:
A kind of autonomous agent.
Definition: Any self actualizing artificial entity.
Model-Generated Definition:
Definition: A role is a set of connected behaviours, rights, obligations, beliefs, and norms as conceptualised by actors in the context of some situation.
Model-Generated Definition:
A kind of DateRollRuleDirection.
Definition:
Model-Generated Definition:
A kind of DateRollRuleDirection.
Definition:
Model-Generated Definition:
A kind of registry identifier. A valid occurrence satisfies the following necessary condition:
Definition: a unique nine digit identifier, used in the United States, to identify a banking or other financial institution to clear funds or process checks; the routing transit number, as it appears on a check, specifically denotes the banking institution that holds the account in which funds from the check are to be drawn.
Model-Generated Definition:
Definition: A Rule is any statement which determines how something must be. It is defined in relation to that something (which may be an event or a parameter), and with some reference to the way in which that Rule is defined, e.g. whether it forms part of some legally binding contract, is defined by physics and so on.
Model-Generated Definition:
A kind of schematic code. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of scheme. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of calculated date.
Definition: a date determined by the application of some rule
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: The method used in determining Yield in the Russian markets. This is based on an effective yield with fundamentally different math. To give an example of the use of a different "yield type", we have Russia, which trades based on an effective yield. The price-yield math is fundamentally different. Notes Origin:Fidessa Uses a trade space and effective yield formula. MAy have same day types but different math.
Model-Generated Definition:
A kind of yield calculation formula.
Definition: This is based on a different Effective Yield than on another market.
Model-Generated Definition:
A kind of functional business entity.
Definition: A French fund vehicle type. Designation and definition needed.
Model-Generated Definition:
A kind of functional business entity.
Definition: Societe Collective a Capital Variable
Model-Generated Definition:
A kind of purpose.
Definition: The reason for the creation of a Special Purpose Vehicle.
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Separate Trading of Registered Interest and Principal of Securities. A Debt Instrument which consists of either the interest component alone, or the principal component alone, of a bond.
Model-Generated Definition:
A kind of method.
Definition: The means by which something is sold.
Model-Generated Definition:
A kind of finance company.
Definition: a finance company that purchases retail and wholesale paper from automobile and other consumer and commercial goods dealers
Model-Generated Definition:
A kind of variance.
Definition: a measure of the extent to which the estimate of a characteristic from different possible samples of the same size and the same design differ from one another
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: As for Yankee bond market but in Japan instead of the US.
Model-Generated Definition:
A kind of thrift institution.
Definition: a financial institution that accepts deposits primarily from individuals and channels its funds primarily into residential mortgage loans
Model-Generated Definition:
A kind of financial service provider.
Definition: a company that directly or indirectly controls a savings association or another savings and loan holding company, and explicitly excludes any company that is also a bank holding company
Model-Generated Definition:
A kind of depository institution.
Definition: A savings association is defined as: (a) any Federal savings association, where a Federal savings association means any Federal savings association or Federal savings bank which is chartered under section 1464 of the Federal Deposit Insurance Act; (b) any State savings association, where a State savings association means any building and loan association, savings and loan association, or homestead association; or any cooperative bank (other than a cooperative bank which is a State bank as defined in subsection (a)(2)) of the Federal Deposit Insurance Act, which is organized and operating according to the laws of the State (as defined in subsection (a)(3)) in which it is chartered or organized; and (c) any corporation (other than a bank) that the Board of Directors and the Comptroller of the Currency jointly determine to be operating in substantially the same manner as a savings association.
Model-Generated Definition:
A kind of thrift institution.
Definition: a banking institution organized to encourage thrift by paying interest dividends on savings; savings banks can have state and federal affiliations, for example, State Savings Banks and Federal Savings Banks
Model-Generated Definition:
A kind of mortgage pool.
Definition:
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary condition:
Definition: a collection of events or things that will be done and the dates and/or times when they will be done
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary conditions:
Definition: a date period before the start of the recurring part of a schedule or after the end of the recurring part, which may be associated with a specific occurrence kind
Model-Generated Definition:
A kind of occurrence kind.
Definition: the end date of a specific calculation period
Model-Generated Definition:
A kind of occurrence kind.
Definition: the end date of a specific calculation period
Model-Generated Definition:
A kind of occurrence kind.
Definition: the end date of a specific calculation period
Model-Generated Definition:
A kind of occurrence kind.
Definition: the start of a specific calculation period
Model-Generated Definition:
A kind of occurrence kind.
Definition: the start of a specific calculation period
Model-Generated Definition:
A kind of occurrence kind.
Definition: the start of a specific calculation period
Model-Generated Definition:
A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of scheduled event date.
Definition:
Model-Generated Definition:
A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of ad hoc schedule entry and payment obligation. A valid occurrence satisfies the following necessary conditions:
Definition: a scheduled payment occurrence that is part of a payment schedule covering the term of the loan
Model-Generated Definition:
A kind of day type.
Definition: When calculating the number of days between two dates the count includes only scheduled trading days.
Model-Generated Definition:
A kind of commitment. A valid occurrence satisfies the following necessary conditions:
Definition: A scheduled payment occurrence that is part of a payment schedule covering the term of the loan.
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A code which is defined in some scheme as having some meaning.
Model-Generated Definition:
A kind of identification. A valid occurrence satisfies the following necessary conditions:
Definition: The identification of some type of schematic code (such as an identifier) b some means.
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The scheme by which the schematic code is identified.
Model-Generated Definition:
A kind of mortgage loan (please review).
Definition: A loan which may be used for a vacation home or second home used for personal reasons.
Model-Generated Definition:
A kind of mortgage loan contract (please review).
Definition:
Model-Generated Definition:
A kind of loan borrower.
Definition:
Model-Generated Definition:
A kind of securities trading. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of classification scheme. A valid occurrence satisfies the following necessary condition:
Definition: Scheme defining the structure and semantics of a set of classification codes which identify different industry sectors and (optionally) sub-sectors.
Model-Generated Definition:
A kind of fund portfolio investment limitations.
Definition: Strategy which is sector based.
Model-Generated Definition:
A kind of loan securitization method.
Definition:
Model-Generated Definition:
A kind of loan securitization method.
Definition:
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence may have the following properties:
Definition: A loan which is secured by some security in the form either of collateral or of guaranty.
Model-Generated Definition:
An occurrence can be recognized when it meets the following condition:
Definition: A loan contract that is secured by some collateral.
Model-Generated Definition:
A kind of basket constituent. A valid occurrence may have the following properties:
Definition: a security identified as a component of a basket of securities
Model-Generated Definition:
A kind of exchange, facility, and financial service provider. A valid occurrence satisfies the following necessary conditions:
Definition: an organized, national exchange where securities, options, and futures contracts may be traded by members for their own accounts and for the accounts of their customers
Model-Generated Definition:
A kind of insurance policy.
Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section.
Model-Generated Definition:
A kind of s p v purpose.
Definition: The SPV is set up to issue securities.
Model-Generated Definition:
A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:
Definition: An SPV set up specifically to issue securities.
Model-Generated Definition:
A kind of agreement and offering. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an offering of a security (or securities) for sale
Model-Generated Definition:
A kind of pool. A valid occurrence satisfies the following necessary condition:
Definition: a pool consisting of debt instruments, such as bonds, loans or mortgages
Model-Generated Definition:
A kind of pool. A valid occurrence satisfies the following necessary condition:
Definition: a pool of securities purchased by an SPV or other entity for the purpose of issuing notes against those securities
Model-Generated Definition:
A kind of pool constituent that can be recognized when an occurrence meets the following condition:
Definition: a tradable security that is a constituent of a securities pool
Model-Generated Definition:
A kind of numeric amount. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of regulation. A valid occurrence may have the following properties:
Definition: a regulation codified in law specific to securities and investments
Model-Generated Definition:
A kind of legal construct. A valid occurrence may have the following properties:
Definition: a legal restriction that is applicable to a financial instrument or security listing as mandated in a law or by contract
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of transaction event. A valid occurrence satisfies the following necessary condition:
Definition: a transaction event that represents the execution of an order to buy or sell a security
Model-Generated Definition:
A kind of economic contract. A valid occurrence satisfies the following necessary condition:
Definition: The contract (written or implied) which governs the transaction of securities in the secondary Market.
Model-Generated Definition:
A kind of transaction counterparty.
Definition:
Model-Generated Definition:
A kind of contractual option. A valid occurrence satisfies the following necessary conditions:
Definition: The option itself, that is the right but not the obligation to proceed with a transaction at some time in the future under terms defined in the option contract. This option is held and exercised by the party to the contract which is defined as the option holder or option buyer.
Model-Generated Definition:
A kind of transaction principal.
Definition:
Model-Generated Definition:
A kind of interest.
Definition: Interest on Debt which is the subject of a Financial Security.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A pool of debt, such as a pool of loans or mortgages.
Model-Generated Definition:
Definition: A mortgage pool which is securitized as part of the issue of some mortgage backed security.
Model-Generated Definition:
A kind of financial instrument and transferable contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a transferable financial instrument that can be bought or sold
Model-Generated Definition:
An occurrence can be recognized when it meets one of the following conditions:
A valid occurrence satisfies the following necessary conditions:
Definition: Agreement between two trading parties that contains information about their relative duties and rights regarding the disposition of a specified asset that has been used as collateral. Adapted from ISO 20022.
Model-Generated Definition:
A kind of security forward delivery. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition: The status of the cashflow due to the holder from the security.
Model-Generated Definition:
A kind of financial instrument classifier.
Definition: The classification of the type of security, e.g. Equity, Debt, Short Term Note etc.
Model-Generated Definition:
A kind of financial instrument classification scheme. A valid occurrence may have the following properties:
Definition: The Scheme defining the classification of a security i..e what type of security it is (for example the ISO 10962 CFI lassification Scheme). This may be referred to by means of a URI or some other means depending on the convention adopted on implementation.
Model-Generated Definition:
A kind of contractual commitment.
Definition: Contractual terms of a negotiable financial security
Model-Generated Definition:
A kind of contractual restriction.
Definition: Contractual terms setting out restrictions on either the holder or the issuer of the security.
Model-Generated Definition:
A kind of status. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of delivery method.
Definition: Type of delivery as used in settlement terms for a financial security.
Model-Generated Definition:
A kind of forward delivery terms set. A valid occurrence may have the following properties:
Definition: Forward delivery of an Asset (Equity or Debt) either in the form of the asset itself (the observable) or the cash equivalent.
Model-Generated Definition:
A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:
Definition: a party that holds a transferable contract (security), and has the rights defined in that contract
Model-Generated Definition:
A kind of portfolio holding. A valid occurrence may have the following properties:
Definition: a (tradable) security held in a portfolio
Model-Generated Definition:
A kind of financial instrument identification scheme. A valid occurrence may have the following properties:
Definition: a formal definition of the structure and application of a particular set of securities identifiers
Model-Generated Definition:
A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:
Definition: any publicly available identifier that is used to identify a security
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of status. A valid occurrence may have the following properties:
Definition: The status of a security within its lifecycle.
Model-Generated Definition:
A kind of capability, financial service, marketplace service, and registration service. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a capability for listing a security provided by a securities trading facility
Model-Generated Definition:
A kind of traded security published price.
Definition:
Model-Generated Definition:
Definition: An individually denominated note within a security or tranche of a security, where this is issued in notes of different denominations.
Model-Generated Definition:
A kind of status.
Definition: The Payment Status of a Unit or other Security.
Model-Generated Definition:
A kind of price.
Definition:
Model-Generated Definition:
A kind of investment regulatory requirement and registration requirement. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A Requirement for Registraton of a Security within some Country, Jurisdiction or Federal Province.
Model-Generated Definition:
A kind of settlement convention. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Default Terms for the settlement of a Security.
Model-Generated Definition:
A kind of structured name. A valid occurrence may have the following properties:
Definition: The formal, structured name of a Security.
Model-Generated Definition:
A kind of financial instrument tax treatment (please review). A valid occurrence may have the following properties:
Definition: Amount of money due to the government or tax authority, according to various pre-defined parameters such as thresholds or income.
Model-Generated Definition:
A kind of status.
Definition: The status of the security in terms of whether it is trading or not, and any special considerations relating to trading.
Model-Generated Definition:
A kind of contract third party, third-party agent, and underwriter. A valid occurrence satisfies the following necessary condition:
Definition: an organization(s) responsible for raising the capital necessary for the issuance of securities on behalf of corporations and governments issuing the securities (both equity and debt)
Model-Generated Definition:
A kind of geopolitical territory.
Definition:
Model-Generated Definition:
A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:
Definition: a non-governmental organization that has the power to create and exercise some degree of regulatory authority over an industry or profession in some country or group of countries
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that makes, offers or contracts to make a sale to an actual or potential buyer
Model-Generated Definition:
A kind of reporting frequency policy.
Definition: Reports are presented twice a year.
Model-Generated Definition:
A kind of Seniority.
Definition:
Model-Generated Definition:
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The most senior tranche of the CDO issue. Typically rated A to AAA. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches.
Model-Generated Definition:
A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The most senior class of equity issued in the company. Holders of this class of equity will receive first call on the assets of the company in the event of it being wound up.
Model-Generated Definition:
A kind of equity priority terms.
Definition: The precise terms which define the seniority of this class of Equity. These terms set out that the holder has the first call among equity holders, on the assets of the issuing entity in the event of it being wound up, ahead of the holders of other classes of equity.
Model-Generated Definition:
A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Model-Generated Definition:
Definition: The seniority of a tranche of equity or debt. The precise implications of the different levels of seniority are defined for the instrument class in question.
Model-Generated Definition:
A kind of partial call allocation.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a type of economic activity that is intangible, is not stored and does not result in ownership; a service is consumed at the point of sale
Model-Generated Definition:
A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:
Definition: a written contract between a client and service provider whereby the service provider supplies some service in the form of time, effort, and/or expertise in exchange for compensation
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party that provides and typically provisions professional services, such as consulting, financial, legal, real estate, education, communications, storage, or processing services, to other parties, typically defined in a service agreement
Model-Generated Definition:
A kind of business agent. A valid occurrence satisfies the following necessary condition:
Definition: A provider of some business service.
Model-Generated Definition:
A kind of business agent context. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of basket of securities. A valid occurrence satisfies the following necessary conditions:
Definition: A defined set of the constituents of some named index.
Model-Generated Definition:
A kind of equity observable.
Definition: An observable (underlying) which is made up of a set of constituents of an index.
Model-Generated Definition:
A kind of convention. A valid occurrence may have the following properties:
Definition: A convention for settlement of a trade or transaction.
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for determining dates by reference to some calendar or specification of settlement dates
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for determining dates by reference to some calendar or specification of settlement dates
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for determining dates by reference to some calendar or specification of settlement dates
Model-Generated Definition:
A kind of process role business entity. A valid occurrence satisfies the following necessary condition:
Definition: A entity as seen for transaction settlement purposes.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: contract terms that define the commitment to and mechanism for settling one or more sides of a transaction
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: Sydney Futures Exchanges 90 day Bank Accepted Bills Futures settlement dates, the second Friday of the (delivery) month
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: Sydney Futures Exchanges 90 day Bank Accepted Bills Futures settlement dates, the second Friday of the (delivery) month
Model-Generated Definition:
A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings. What a share confers: 1. Voting rights 2. Entitlement to Income 3. Entitlements to Assets
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of coupon schedule specification. A valid occurrence satisfies the following necessary condition:
Definition: Schedule of dates on which a Share Coupon Payment is to take place.
Model-Generated Definition:
A kind of equity option entitlement. A valid occurrence may have the following properties:
Definition: The entitlements to the holder of a single share option, comprised in an option contract or transaction supplement.
Model-Generated Definition:
A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An option in which the underlyer is a single publicly issued and traded share.
Model-Generated Definition:
A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:
Definition: The strike price is the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. FpML equityStrike (complex type): A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.
Model-Generated Definition:
A kind of exchange traded security price. A valid occurrence may have the following properties:
Definition: The amount of money that is paid or could be paid for a share.
Model-Generated Definition:
A kind of price analytic and price spread. A valid occurrence may have the following properties:
Definition: Bid offer spread applies to any traded instrument.
Model-Generated Definition:
A kind of constitutional owner and transferable contract holder. A valid occurrence satisfies the following necessary conditions:
Definition: An individual, group, or organization that owns one or more shares in a company, and in whose name the share certificate is issued. It is legal for a company to have only one shareholder. Also called (in the US) stockholder.
Model-Generated Definition:
A kind of issued equity. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The equity in the company in the form of shares.
Model-Generated Definition:
A kind of precedence right. A valid occurrence satisfies the following necessary condition:
Definition: The rights of shareholderes in respect of the assets of the limited company in which they hold those shares, in the event of that company being wound up.
Model-Generated Definition:
Definition: Facet based on the class or seniority of the equity represented by the shares i.e. ordinary, preference and so on.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of financial asset. A valid occurrence may have the following properties:
Definition: Legal power of stockholders (shareholders) varies in proportion to their shareholdings. Typically, ten percent and below stockholding provides no protection. Fifteen percent stockholding may give the power to petition courts against changing the shares class rights. Up to 49.9 percent stockholding normally gives power to demand calling of an extraordinary general meeting. Fifty percent and over stockholding gives power to fire a director and force out minority stockholders by acquiring their shares as per the rules of the firm. Holder of 75 percent of the stock has the power to change the articles and memorandum of association and the firms name, reduce the share capital, allow the firm to buy its own shares from other stockholders, and to shut down the business. One hundred percent stockholding of course gives total power under the corporate legislation.
Model-Generated Definition:
A kind of religious law jurisdiction. A valid occurrence satisfies the following necessary condition:
Definition: A Jurisdiction in which a Shari'a system of law is in force.
Model-Generated Definition:
A kind of religious law system.
Definition: A system of Shari'a Law.
Model-Generated Definition:
A kind of investment credit rating.
Definition: A short term rating is a probability factor of an individual going into default within a year. This is in contrast to long-term rating which is evaluated over a long timeframe.
Model-Generated Definition:
A kind of debt.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary conditions:
Definition: Some agent who has the capacity to sign contracts on the part of some legal person
Model-Generated Definition:
A kind of legal capacity.
Definition: the capacity of some natural person to sign agreements on the part of some organization or legal person
Model-Generated Definition:
A kind of de jure controlling interest party.
Definition: A person which owns a significant voting stake in this entity of between some lower significant threshold and 50 percent, but not 50 percent or more.
Model-Generated Definition:
Definition: a company that owns a significant voting stake in another company
Model-Generated Definition:
A kind of guaranty.
Definition: No definition
Model-Generated Definition:
A kind of asset return stream.
Definition: A leg defining the returns on an underlying instrument, namely the interest payments on a debt instrument or the dividends on an equity.
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: The annual rate of return expressed as a percentage. This is the return divided by the outlay and multiplied by 100 to express the figure as a percentage.
Model-Generated Definition:
A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:
Definition: A set of coupon terms which remain the same through the life of the Bond. This is the default and is the case when there is not a Step Coupon or Conditional Coupon.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: A Swap Transaction which relates to some statistical measure of performance of the underlying.
Model-Generated Definition:
A kind of equity observable.
Definition:
Model-Generated Definition:
A kind of equity option.
Definition: Option instrument based on a single equity security (share) underlying.
Model-Generated Definition:
A kind of voting share. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of thing in role. A valid occurrence satisfies the following necessary conditions:
Definition: A site is a place, setting, or context in which something is situated.
Model-Generated Definition:
A kind of Ethnicity that can be recognized when an occurrence meets the following condition:
Definition:
Model-Generated Definition:
A kind of Race that can be recognized when an occurrence meets the following condition:
Definition:
Model-Generated Definition:
Definition: Something which has its existence as a result of social interactions between and among people.
Model-Generated Definition:
Definition: Soft default. This is defined by the event being repairable.
Model-Generated Definition:
Definition: a computer program designed to perform a group of coordinated functions, tasks, or activities for the benefit of the user
Model-Generated Definition:
A kind of robot.
Definition: Some self-actualizing routine or set of routine which does not have physical extent.
Model-Generated Definition:
A kind of license.
Definition:
Model-Generated Definition:
A kind of entity controlling party.
Definition: an individual entity that directs the affairs of some formal business organization
Model-Generated Definition:
A kind of owner. A valid occurrence satisfies the following necessary conditions:
Definition: a party that owns a business, has the rights to all profits from that business and is considered a single entity (unincorporated) together with that business for tax and liability purposes
Model-Generated Definition:
A kind of business entity and formal organization. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Equivalent to sovereign state.
A kind of polity. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of full faith and credit bond, government issued bond, and sovereign debt instrument.
Definition:
Model-Generated Definition:
A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of government debt issuer. A valid occurrence satisfies the following necessary conditions:
Definition: A national Government, acting in the capacity of an Issuer.
See sovereign.
Model-Generated Definition:
A kind of functional business entity.
Definition: Government investment fund funded by foreign currency reserves. Review: Also include things like International Monetary Fund. Are these a Legal Entity? See also Funds model. Move the question about Sovereign Wealth Funds to the Funds model. Looking at definitions (e.g. Wikipedia) it's a state owned investment fund. The legal entity owner is a government (or in fact a State, which is governed by a Government).
Model-Generated Definition:
A kind of yield calculation method.
Definition: The method used in determining annual yield in Spanish corporate bonds.
Model-Generated Definition:
A kind of municipal bond.
Definition: An obligation payable from revenues of a special assessment. A special assessment is a charge imposed against a property in a particular locality because that property receives a special benefit by virtue of some public improvement, separate and apart from the general benefit accruing to the public at large. Special assessments may be apportioned according to the value of the benefit received, rather than merely the cost of the improvement.
Model-Generated Definition:
A kind of entire call.
Definition:
Model-Generated Definition:
Definition: Special dividends and memorial dividends which are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of this term. However, although FpML definition says "if present and true", the term is just a "boolean" ie a YTes/no applicability term. Not sure where the special dividends themselves are defined.
Model-Generated Definition:
A kind of municipal bond.
Definition: A bond secured by a limited revenue source or promise to pay.
Model-Generated Definition:
A kind of functional business entity. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a security or securities. It is set up by a company or a group of companies for some purpose such as to create instruments that are off the company's balance sheet or to issue Participation Notes for investors in another jurisdiction. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded. Further notes: Special Purpose Vehicles are also referred to as bankruptcy remote entities, as they isolate financial risk. For Participation Notes: slightly different purpose but the same kind of vehicle. The only investment made by the SPV is that they buy in the stock. These are the same kind of entity in all of the contexts in which they exist.
Model-Generated Definition:
A kind of municipal bond.
Definition: A bond secured by revenues derived from one or more designated taxes other than ad valorem taxes. For example, bonds for a particular purpose might be supported by sales, cigarette, fuel or business license taxes.
Model-Generated Definition:
A kind of functional business entity.
Definition: A business organization that specialises in and exists for the issuance of mortgages to the general public.
Model-Generated Definition:
Definition: A body of information specifying what properties, structure and/or results something should or must have after it has been built, fulfilled or completed. The thing may be physical (a building), organizational (a management structure), computational (a program), job or task related (e.g., a CEO, Chief Judge) or changing oil in a car. It may be a set of characteristics saying what something must be, or a set of instructions saying how to do something.
Model-Generated Definition:
A kind of calculated date. A valid occurrence may have the following properties:
Definition: a calculated date that is defined by a rule, which is captured as a string by the 'hasDateSpecification' property
Model-Generated Definition:
A kind of date and specified temporal thing.
Definition: A date which is unknown in terms of not having a specific calendar date attached to it, but known in the sense of being specified unambiguously by some specification.
Model-Generated Definition:
A kind of specified temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of settlement terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of economic contract. A valid occurrence may have the following properties:
Definition: A contract relating to a transaction which is for immediate settlement. Further notes: A spot transaction simply means a transaction in which some goods or currency are exchanged for some other goods or currency, with no future delivery provision. A Spot contract is the usually unwritten contract which by definition underlies that kind of transaction. Spot means for immediate settlement. Immediate here means the minimum number of days that are possible. This includes general retail transactions as well as the specialixed types of spot transactiojn foud in the financial services and treasury trading contexts, such as Fx Spots (a sub type of this) and commodity spot transactions. However the settlement date is still some time in the future. Also given different time zones, the settlement would be at some time in the future anyway Formerly a financial e.g. currency Spot would have been 2 (working) days settlement for example. Canadian v USD would be 1 day. Follows a settlement convention from the relevant market. Action: Add reference to Settlement Convention for the given market.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Delivery of some agreed item in the present or at some agreed but imediate settlement date.
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A commitment for settlement at the earliest possible trading date, in accordance with the applicable settlement convention.
Model-Generated Definition:
A kind of contractual transaction. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of difference and timed parameter. A valid occurrence satisfies the following necessary condition:
Definition: The difference between two parameters that may vary over time, such as prices or rates.
Model-Generated Definition:
A kind of mathematical curve.
Definition:
Model-Generated Definition:
A kind of credit watch outlook.
Definition:
Model-Generated Definition:
Definition: The holding of some portion of some venture or something of value, by some party. The stake may be represented by some form of formal document such as a share or some debt unit.
Model-Generated Definition:
A kind of stake. A valid occurrence satisfies the following necessary conditions:
Definition: The holding of some portion in a fund, by some party. This stake will generally tak ethe form of some sort of unit in that fund.
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure.
Definition: the square root of variance, standard deviation, measures the spread or dispersion around the mean of a data set
Model-Generated Definition:
A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Standard terms for a commodity futures contract, determined in advance by the exchange. These will become terms of an individual futures contract.
Model-Generated Definition:
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Standard terms for a currency optioon contract, determined in advance by the exchange. These will become terms of an individual currency option contract. These may be varied or overridden for individual contracts.
Model-Generated Definition:
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Standard terms for an equity option contract, determined in advance by the exchange. These will become terms of an individual equity option contract. These may be varied or overridden for individual contracts.
Model-Generated Definition:
A kind of standardized options terms. A valid occurrence satisfies the following necessary conditions:
Definition: Standard exercise terms for an option contract, determined in advance by the exchange. These will become exercise terms of an individual option contract. These may be varied or overridden for individual contracts.
Model-Generated Definition:
A kind of published information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Standard terms set out by the exchange which will apply to any listing of a futures contract on this exchange.
Model-Generated Definition:
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Standard terms for a futures options contract, determined in advance by the exchange. These will become terms of an individual futures option contract. These may be varied or overridden for individual contracts.
Model-Generated Definition:
A kind of standardized terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A set of standard terms for futures contracts, as set out by the derivatives exchange. Futures contracts issued by and traded on that exchange will take on these terms or override them.
Model-Generated Definition:
A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Standard terms for an index option contract, determined in advance by the exchange. These will become terms of an individual index option contract. These may be varied or overridden for individual contracts.
Model-Generated Definition:
A kind of standardized terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A standardized set of terms for an options contract. These are defined by a securities exchange or an options clearing entity. Options contracts issued by the exchange may embody these terms or have equivalent terms which override these.
Model-Generated Definition:
A kind of contractual element and published information.
Definition: A set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement. The things that are standardized: The strike price Contract size Expiry Date These three are standardized regardless of what exfchange they are on. Each exchange has a standard for these specific terms, for contracts that are traded on that exchange. Expiry: there is a standard date that the exchange will have, for example in the US it is the saturday following the third friday of every month. So there is a set expiration date for all exchange traded optons Strike: there are set increments for strike for exchange traded options. Contract sizes are also stipulated, for example in the US these are standardized by the OPRA Convention (Options Pricing Reporting Authority). Ajay: Exchange traded is tri party contract with central counterparty for the setelemtn fo the options. Market place (usually electronic), hence standard to process data. Not necessarily a legal difference? So for instance you would not be able to trade different lot sizes. So they enter in the contract which is guaranteed by the exchange. Members of the exchange trade with each other. The Exchange then being a third party. OTC: Bilateral Exchange traded: Still bilateral, using standardized terms. Lookalikes: for examples, where there are usually ones with monthly margin calls (exchange traded), there are "lookalike" ones which look like an ET but are traded outside the market. Common in commodities market. What else can be standardised? What must be standardidsed? Date Convention: Standardized by juridction US: All single-Equity Options are American; all European exercise for Indices. This is not a convention for say London, where various conventions may exist on different contracts.
Model-Generated Definition:
A kind of contractual commitment.
Definition: a set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement
Model-Generated Definition:
A kind of formally constituted organization.
Definition: An organization dedicated exclusively to the propagation of standards.
Model-Generated Definition:
A kind of publisher. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: An agent which acts to set standards such as message standards, programming standards and so on. This may in principal be any kind of business entity.
Model-Generated Definition:
A kind of guarantor. A valid occurrence satisfies the following necessary condition:
Definition: A State, acting as Party to some participatory context such as issuance, guaranty provision.
Model-Generated Definition:
A kind of commercial bank and U.S. bank.
Definition: a commercial bank whose charter is approved by a state banking department
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition: A CDO where collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.
Model-Generated Definition:
A kind of c d o portfolio.
Definition: A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.
Model-Generated Definition:
A kind of c d o management style.
Definition:
Model-Generated Definition:
A kind of physical location. A valid occurrence satisfies the following necessary conditions:
Definition: a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data
Model-Generated Definition:
A kind of publisher. A valid occurrence satisfies the following necessary condition:
Definition: a publisher that publishes statistical information
Model-Generated Definition:
A kind of measure. A valid occurrence may have the following properties:
Definition: A summary (means, mode, total, index, etc.) of the individual quantitative variable values for the statistical units in a specific group (study domains).
Model-Generated Definition:
A kind of finite population and statistical universe. A valid occurrence may have the following properties:
Definition: a statistical universe filtered by time and region
Model-Generated Definition:
A kind of publication. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a publication program that presents a detailed investigation and analysis of a subject or situation involving one or more studies or surveys
Model-Generated Definition:
A kind of swap.
Definition:
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary condition:
Definition: a collection representing the total membership, or 'universe', of people, resources, products, services, events, or entities of interest for some question, experiment, survey or statistical program
Model-Generated Definition:
A kind of time sensitive information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
Definition: The value of the status of something that is set in terms of a list of selectable values taken from a list, which may take different values from that list at different times.
Model-Generated Definition:
A kind of law. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: written law (as opposed to oral or customary law) set down by a legislature or by a legislator (in the case of an absolute monarchy)
Model-Generated Definition:
A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:
Definition: Some organization which is an authority created and mandated in statute law for some purpose e.g. reporting.
Model-Generated Definition:
A kind of juridical person.
Definition: a body set up by a government to consider evidence and make judgements in some field of activity
Model-Generated Definition:
A kind of body of law.
Definition: Written law set down by a legislature or by a legislator.
Model-Generated Definition:
A kind of regulatory entity and statutory authority.
Definition: Some regulatory body set up under some law, for the purposes of statutory regulation and reporting.
Model-Generated Definition:
A kind of reporting entity.
Definition: An entity which is obliged to report for statutory purposes.
Model-Generated Definition:
A kind of reporting obligation and statutory responsibility. A valid occurrence satisfies the following necessary condition:
Definition: Some reporting obligation set out in some statute.
Model-Generated Definition:
A kind of duty. A valid occurrence satisfies the following necessary condition:
Definition: an obligation which is defined under some body of law (statute)
Model-Generated Definition:
A kind of scheduled event date.
Definition: The date from which the next set of coupon terms specified in the Step Schedule takes effect.
Model-Generated Definition:
A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary conditions:
Definition: The event whereby a set of fixed coupon terms comes into force as specified in the Step Schedule.
Model-Generated Definition:
A kind of schedule.
Definition:
Model-Generated Definition:
A kind of ad hoc schedule and step schedule. A valid occurrence satisfies the following necessary condition:
Definition: A schedule of dates and interest rates which take effect on those dates. At present these are assumed to always be ficxed interest rates, and are modeled as such.
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of material amount.
Definition:
Model-Generated Definition:
A kind of physical asset. A valid occurrence satisfies the following necessary conditions:
Definition: Balance of stock in trade.
Model-Generated Definition:
A kind of corporation. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a corporation that has shareholders (stockholders), each of whom receives a portion of the ownership of the corporation through shares of stock
Model-Generated Definition:
A kind of asset.
Definition:
Model-Generated Definition:
A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Contractual terms defining when or under what circumstances a single stock options instrument may be exercised.
Model-Generated Definition:
A kind of volatility.
Definition: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes.
Model-Generated Definition:
A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A security giving stockholders entitlement to purchase new securities issued by the corporation at a predetermined price (normally less than the current market price) in proportion to the number of securities already owned.
Model-Generated Definition:
A kind of security holder. A valid occurrence may have the following properties:
Definition: A party which is the holder of a Stockholders Rights instrument.
Model-Generated Definition:
A kind of security issuer.
Definition: The party which is the issuer of a Stockholders Rights instrument.
Model-Generated Definition:
A kind of equity.
Definition: equity held in a concern by stockholders
Model-Generated Definition:
A kind of interbank offered rate. A valid occurrence satisfies the following necessary condition:
Definition: a daily interbank offered rate based on the interest rates at which banks offer to lend unsecured funds to other banks in the Swedish wholesale money market (or interbank market), without collateral, at different maturities; STIBOR is the average (with the exception of the highest and lowest quotes) of the interest rates listed at 11 a.m.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific goal or result.
Model-Generated Definition:
A kind of geophysical location. A valid occurrence satisfies the following necessary conditions:
Definition: Some traversable strip of land or water containing along it some buildings or land.
Model-Generated Definition:
A kind of postal address element. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of cashflow formula.
Definition:
Model-Generated Definition:
A kind of price specification.
Definition: The strike price for the option is the agreed price for the transaction if this takes place. Applies to all options types. Action: Make sure that's there for all Options types.
Model-Generated Definition:
A kind of collection.
Definition: a collection that has a clearly defined structure or organization
Model-Generated Definition:
A kind of collection.
Definition: a collection that has a clearly defined structure or organization
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A security that has periodic principal payments with the amount of principal that is paid being dictated by a published factor.
Model-Generated Definition:
Definition: A pool investment consisting of a collection of structured finance instruments.
Model-Generated Definition:
A kind of name.
Definition: A name with additional details besides simply being a string of text. This may include multilingual support or structuring of name content (as seen for example in financial securities names).
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:
Definition: The length of the Stub Period as a temporal duration (a number of days).
Model-Generated Definition:
A kind of personal loan borrower (please review).
Definition:
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A loan provided for the purposes of education.
Model-Generated Definition:
A kind of active loan status. A valid occurrence may have the following properties:
Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of loan contract. A valid occurrence satisfies the following necessary condition:
Definition: The contract for a Student Loan.
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A kind of fund. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A set of share classes is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.
Model-Generated Definition:
A kind of fund manager.
Definition: A sub fund manager is ...
Model-Generated Definition:
A kind of fund supervisory authority.
Definition: The legal entity which supervises the fund or fund industry(for a subfund located in a different country)
Model-Generated Definition:
A kind of security. A valid occurrence may have the following properties:
Definition: The subordinated (also known as equity) CDO tranche is the most junior tranche in the CDO issue. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior and mezzanine tranches take precedence over those to subordinated/equity tranches.
Model-Generated Definition:
A kind of tranched m b s instrument.
Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.
Model-Generated Definition:
A kind of voting right.
Definition: Subordinated Voting. Action: this is a self-referential non definition, from ISO FIBIM.
Model-Generated Definition:
A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower than the prevailing market price.
Model-Generated Definition:
A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:
Definition: The party which is the holder of a subscription right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.
Model-Generated Definition:
A kind of controlled company.
Definition:
Model-Generated Definition:
A kind of building sub unit. A valid occurrence satisfies the following necessary condition:
Definition: A subdivision of a building for which the purposes are not clearly defined or may be variable, generally consisting of a number of contiguous rooms on one or more floors.
Model-Generated Definition:
A kind of floater tranche.
Definition:
Model-Generated Definition:
A kind of agency p o tranche.
Definition: Principal Only tranche. This tranche will only pay principal. Not clear how this is distinct from generic PO.
Model-Generated Definition:
A kind of c d o note. A valid occurrence may have the following properties:
Definition: A tranche at the very top of a CDO Issue.
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: a party that supplies goods or services
Model-Generated Definition:
A kind of market transaction. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of economic contract commitment.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: A tranche which provides payment support to a PAC Tranche.
Model-Generated Definition:
A kind of polity. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of derivative instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a derivative instrument that facilitiates the exchange financial instruments among the parties; the instruments can be almost anything, but most swaps involve cash flows (streams of payments or other commitments over time) based on a notional principal amount that both parties agree to
Model-Generated Definition:
A kind of swap lifecycle event, transaction confirmation, and written contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a formal confirmation that codifies the terms and conditions specific to a lifecycle event with respect to the overall transaction between the parties
Model-Generated Definition:
A kind of exchange.
Definition: an exchange, trading system, or platform that enables many participants to execute or trade swaps
Model-Generated Definition:
A kind of cashflow terms and swap terms set. A valid occurrence satisfies the following necessary conditions:
Definition: one leg of a swap transaction, as defined in the swap contract
Model-Generated Definition:
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
Definition: an event that occurs during the lifecycle of a swap, where the overall set of events includes those specific to the issuer, front office, middle office, and/or back office processes
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier that uniquely identifies a specific event in the lifecycle of a swap
Model-Generated Definition:
A kind of derivative contract party and transaction party. A valid occurrence satisfies the following necessary conditions:
Definition: a party to a swap transaction and therefore a legal party to the swap contract that embodies that transaction
Model-Generated Definition:
A kind of debtor, payer, and swap party.
Definition: a swap party responsible for making payments for a given leg of the transaction as defined in the contract
Model-Generated Definition:
A kind of creditor, payee, and swap party.
Definition: a swap party that receives payments for a given leg of the transaction as defined in the contract
Model-Generated Definition:
A kind of relative date. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of payment event and swap lifecycle event.
Definition: a payment event (e.g., interest payment, coupon payment, etc.) against one leg of a swap stream
Model-Generated Definition:
A kind of payment.
Definition:
Model-Generated Definition:
A kind of relative date.
Definition:
Model-Generated Definition:
A kind of parametric schedule and payment schedule.
Definition: parametric schedule of payment dates
Model-Generated Definition:
A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of interest rate stream event.
Definition:
Model-Generated Definition:
A kind of relative date. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of swap leg. A valid occurrence may have the following properties:
Definition: Formal terms defining the strike leg on a swap that has a strike leg.
Model-Generated Definition:
A kind of derivative transaction terms.
Definition: the legal contractual terms of a swap transaction
Model-Generated Definition:
A kind of expression.
Definition: calculation of the interest due
Model-Generated Definition:
A kind of parametric schedule.
Definition: parametric schedule of calculation dates
Model-Generated Definition:
A kind of relative date. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of parametric schedule.
Definition: parametric schedule of reset dates
Model-Generated Definition:
A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:
Definition: Option taken on interest rate swaps. These are FX interest rate option.
Model-Generated Definition:
Definition: Procedure for the exercise of the Swaption.
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of fund price.
Definition:
Model-Generated Definition:
A kind of London Interbank Offered Rate.
Definition:
Model-Generated Definition:
A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:
Definition: Loan Participation Note: A fixed-income security that permits investors to buy portions of an outstanding loan or package of loans. LPN holders participate, on a pro rata basis, in collecting interest and principal payments. Banks or other financial institutions often enter into loan participation agreements with local businesses, and also offer loan participation notes as a type of short-term investment.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of synthetic structured finance instrument.
Definition: Security constructed to emulate an amortizing security.
Model-Generated Definition:
A kind of balance sheet c d o and synthetic c d o. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of c d o deal. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: An instrument which is defined as a constituent of a synthetic pool of instruments. These are not holdings because they are not held, but in all other respects they are the constituents of the portfolio.
Model-Generated Definition:
A kind of c d o note. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A cash flow structure which synthesizes the behavior of a portfolio of debt securities. For example a synthesized portfolio of CDO / Bonds / ABS using Total Returns Swaps and CDS. This does exist, it is just manufactured from different instruments.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: An asset which provides the funding for a synthetic debt instrument pool, as used in a synthetic CDO.
Model-Generated Definition:
A kind of debt s p v. A valid occurrence satisfies the following necessary condition:
Definition: A Special Purpose Vehicle set up for the issuance of synthetics CDOs. This entity (like all SPVs) its itself registered as some kind of legal entity, distinct from the sponsoring organization. It becomes the Issuer of Synthetic CDO issues.
Model-Generated Definition:
A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of classification scheme. A valid occurrence may have the following properties:
Definition: set of quantities together with a set of non-contradictory equations relating those quantities
Model-Generated Definition:
A kind of classification scheme that can be recognized when an occurrence meets the following condition:
A valid occurrence satisfies the following necessary condition:
Definition: a set of measurement units associated with a system of quantities, together with a set of rules that assign one measurement unit to be the base unit for each base quantity in the system of quantities and a set of rules for the derivation of other units from the base units
Model-Generated Definition:
A kind of agency c m o and tranched m b s instrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Targeted Amortization Class. This is related to a PAC tranche and has a payment schedule geared towards a specified prepayment speed (called the pricing speed). Agency CMO
Model-Generated Definition:
A kind of redemption schedule.
Definition:
Model-Generated Definition:
A kind of municipal bond.
Definition: A bond payable from the incremental increase in tax revenues realized from any increase in property value and other economic activity, often designed to capture the economic benefit resulting from a bond financing. Tax increment bonds, also known as tax allocation bonds, often are used to finance the redevelopment of blighted areas.
Model-Generated Definition:
A kind of expenditure.
Definition:
Model-Generated Definition:
A kind of jurisdiction.
Definition:
Model-Generated Definition:
A kind of statute law. A valid occurrence satisfies the following necessary conditions:
Definition: A law or body of law pertaining to the liability for and payment of tax by persons or legal entities which are subject to the jurisdiction covered by that law.
Model-Generated Definition:
A kind of rule. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The tax rule which is applied in determing the applicable tax.
Model-Generated Definition:
A kind of rule code. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of rule scheme. A valid occurrence satisfies the following necessary condition:
Definition: The scheme in which the tax rule is identified and defined.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: Amount of money due to the government or tax authority, applicable to some thing or activity in some jurisdiction
Model-Generated Definition:
A kind of tax withholding obligation. A valid occurrence may have the following properties:
Definition: Grossup Obligations in respect of Tax, that is an obligation to deduct or withhold tax in respect of payments made under transactions governed by the Master Agreement.
Model-Generated Definition:
A kind of tax withholding obligation. A valid occurrence may have the following properties:
Definition: Obligation in respect of liability for tax. This defines whether or not the party which is required to deduct some tax payment and does not do so, is then entitled to receive the funds from the other party in the event that a liability for this tax is later assessed against the first party.
Model-Generated Definition:
Definition: An obligation with regard to the payment of taxes.
Model-Generated Definition:
A kind of published information. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An established norm or requirement about technical systems; a published document formally setting out such established norm.
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
Definition: How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal entity, or a method for determing a date, instant or interval such that it is not known now but can be determined at some future time. The different ways that an instant or interrval can be determined, are themselves different kinds of Thing (Measures, Specifications or Methods) and therefore this class of Thing is a union of those possible ways of specifiying a temporal entity, and not a kind of Thing in its own right.
Model-Generated Definition:
A kind of temporal measure.
Definition: A direct description of some temporal entity, for example a date or date time. These are defined as simple types of thing (such as date), without recourse to some specification external to or additional to the provision of simple types.
Model-Generated Definition:
A kind of temporal thing determination method.
Definition: A Temporal Entity determination sets out how some Temporal Entity, currently unknown, is to be determined. For example, how a payment date or other event is to be determined at some point in the future, based on information prevailing at that future time.
Model-Generated Definition:
A kind of temporal thing specification.
Definition: A Temporal Entity Specification specifies how some Temporal Entity (instant or intervl, e.g. Day or Period) actually is, other than by direct description.
Model-Generated Definition:
A kind of measure.
Definition: A measure of description of time
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of temporal thing determination method.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of method.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of Unit.
Definition: Units in which Time and Date are measured, for example in defining Durations
Model-Generated Definition:
A kind of Atomic Value.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of certificate of deposit. A valid occurrence satisfies the following necessary condition:
Definition: A Certificate of Deposit with a maturity duration of more than one year.
Model-Generated Definition:
A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A money deposit at a bank that cannot be withdrawn for a certain "term" or period of time. When the term is over it can be withdrawn or it can be held for another term. The longer the term the better the yield on the money. A certificate of deposit is a time deposit product.
Model-Generated Definition:
A kind of o t c contract settlement terms.
Definition: Contractual terms for the settlement of a Term Deposit.
Model-Generated Definition:
A kind of structured collection. A valid occurrence satisfies the following necessary condition:
Definition: a structured collection of rates, such as interest rates, or bond yields with different terms to maturity, such that a yield curve may be constructed for the structure
Model-Generated Definition:
A kind of contractual element.
Definition: Formal terms setting out how the written contract may be terminated and what happens when it is.
Model-Generated Definition:
A kind of written information.
Definition: A set of written terms setting out legal or contractual rights, obligations and the like, but not (or not yet) forming part of a set of Contractual Terms.
Model-Generated Definition:
A kind of geographical area.
Definition: A physical extent of land and water generally corresponding to the area claimed or governmed by some geopolitical entity. .
Model-Generated Definition:
Definition: A set of words and characters expressed in some language. E.g. a description, a message
Model-Generated Definition:
A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
Definition: Now.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A thing-in-role is a relative concept that ties some thing to a role it plays in a given situational context.
Model-Generated Definition:
A kind of warrant issuer.
Definition:
Model-Generated Definition:
A kind of legal agent, licensee, and service provider.
Definition: any service provider that is licensed to perform a legally binding function and has been legally empowered to act on behalf of another party
Model-Generated Definition:
A kind of party in role. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of savings association.
Definition: an organization that primarily accepts savings account deposits and invests most of the proceeds in mortgages; savings banks and savings and loan associations and credit unions are examples of thrift institutions
Model-Generated Definition:
A kind of Dimension.
Definition:
Model-Generated Definition:
A kind of comparison. A valid occurrence may have the following properties:
Definition: A comparison among several parameters, one of which is time.
Model-Generated Definition:
Definition: an enumeration that indicates whether a calendar specified date is figured from the start or the end of a calendar period
Model-Generated Definition:
A kind of location.
Definition: a segment of the time axis, a location in time
Model-Generated Definition:
A kind of Temporal Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of relative time. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of temporal thing. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of information. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of performance determination method.
Definition: Time weighted rate of return.
Model-Generated Definition:
A kind of mathematical surface.
Definition: A three way relationship between three variable parameters.
Model-Generated Definition:
A kind of duration description and timed value.
Definition: A period of time, determined at some point in time.
Model-Generated Definition:
A kind of monetary amount and timed value. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of numeric amount. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A numerical parameter which may be expected to vary over time, and will therefore have values for different times past, persent and future.
Model-Generated Definition:
A kind of timed value. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of value. A valid occurrence may have the following properties:
Definition: The value of a dated parameter, at a stated point in the past, present or future.
Model-Generated Definition:
A kind of purposive thing. A valid occurrence satisfies the following necessary condition:
Definition: Some physical object which is put to some purpose.
Model-Generated Definition:
A kind of physical location.
Definition: Some physical two dimensional extent on the surface of some planet or natural satellite. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets, moons etc. Scope Note: Potential specializations of this concept would include areographical locations (on Mars) and other planetographahical features. These are not in scope for FIBO but this abstraction has been included so that models which do explore that scope may be compatible with this model. Explanatory Note: Please refer to the discipline of topynymy for further details and possible extensions.
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure.
Definition: a sum of the values for some characteristic of all units
Model-Generated Definition:
A kind of balance sheet total.
Definition:
Model-Generated Definition:
A kind of over fifty percent controlling interest company and total owner.
Definition: an organization having 100 percent ownership one or more organizations it holds voting shares in
Model-Generated Definition:
A kind of percentage monetary amount.
Definition: a portion of 100 that represents the ratio of all monthly debt payments of all the borrowers, including proposed housing expenses, to the income of the borrowers as relied upon to make a credit decision
Model-Generated Definition:
A kind of balance sheet total.
Definition:
Model-Generated Definition:
A kind of constitutional owner.
Definition: Entity having 100 percent ownership in the entity so owned.
Model-Generated Definition:
A kind of balance sheet total.
Definition:
Model-Generated Definition:
A kind of asset return stream. A valid occurrence may have the following properties:
Definition: A leg in which the total return on an asset is paid.
Model-Generated Definition:
A kind of return swap contract.
Definition:
Model-Generated Definition:
A kind of debt instrument, debt instrument, and security. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a debt instrument that is also a security, i.e., that can be bought and sold by the holder
Model-Generated Definition:
A kind of redemption provision.
Definition: terms for the redemption of the debt represented by a debt security
Model-Generated Definition:
A kind of principal repayment terms. A valid occurrence may have the following properties:
Definition: Terms for the redemption of the debt represented by a debt security.
Model-Generated Definition:
A kind of transaction event. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: an agreement between parties participating in a voluntary negotiation and the exchange of goods and/or services for some consideration (e.g., desired goods and services that someone else possesses)
Model-Generated Definition:
A kind of identifier. A valid occurrence satisfies the following necessary condition:
Definition: an identifier for a trade
Model-Generated Definition:
A kind of option writing party. A valid occurrence satisfies the following necessary conditions:
Definition: The principal to the Traded Option contract. THis is the party which gives the other party the right to take up the obligation, and which is obliged to honor that transaction if that option is taken up.
Model-Generated Definition:
A kind of option buyer. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of published price.
Definition: The price of a tradable security.
Model-Generated Definition:
A kind of service provider. A valid occurrence satisfies the following necessary conditions:
Definition: an individual or organization or representative thereof that engages in the transfer of financial assets in any financial market on behalf of a client or the financial services provider
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange
Model-Generated Definition:
A kind of business recurrence interval convention.
Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange
Model-Generated Definition:
A kind of exchange security trading status.
Definition:
Model-Generated Definition:
A kind of preference.
Definition:
Model-Generated Definition:
A kind of options exchange participant. A valid occurrence satisfies the following necessary conditions:
Definition:
Model-Generated Definition:
A kind of security. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A security which is traded on some trading venue.
Model-Generated Definition:
A kind of securities restriction.
Definition:
Model-Generated Definition:
A kind of venue.
Definition: A venue where something may be bought, sold or exchanged.
Model-Generated Definition:
A kind of company warrant.
Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a share.
Model-Generated Definition:
A kind of non payment (please review).
Definition: Failure of a tranche of a tranched security to pay out. This may or may not be interpreted as a credit event.
Model-Generated Definition:
Definition: The rating at issue of a tranche of a security. Note this is under review
Model-Generated Definition:
Definition: the type of tranche in a tranched MBS security
Model-Generated Definition:
A kind of m b s deal. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of m b s deal prospectus.
Definition:
Model-Generated Definition:
A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of debt issue underwriter.
Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews
Model-Generated Definition:
A valid occurrence may have the following properties:
Definition: Occurrence in time that partners to a business transaction wish to monitor or control.
Model-Generated Definition:
A kind of legal document. A valid occurrence satisfies the following necessary condition:
Definition: written communication from a seller or service provider reciting the relevant details of a transaction
Model-Generated Definition:
A kind of transaction party.
Definition:
Model-Generated Definition:
A kind of occurrence kind. A valid occurrence may have the following properties:
Definition: any sale, assignment, lease, license, loan, advance, contribution, or other transfer of any interest in or right to use any property (tangible or intangible) or money, however that transaction is effected, and regardless of whether the terms of the transaction are formally documented
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The event component of a transaction
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: A transaction side as seen from the perspective of one of the parties to the transaction.
Model-Generated Definition:
A kind of operational risk consequence.
Definition:
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
Definition: Some entity which takes part in some transaction by receiving and/or parting with some item of economic value or some payment or both.
Model-Generated Definition:
A kind of transaction party. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of investment goal.
Definition: The goal of processing transactions in which the organization is engaged, without error and within the stated time constraints.
Model-Generated Definition:
A kind of undertaking event. A valid occurrence satisfies the following necessary condition:
Definition: A contractually defined and established commitment to deliver some goods, perform some service or make some payment in cash or in kind.
Model-Generated Definition:
A kind of occurrence.
Definition:
Model-Generated Definition:
A kind of collection. A valid occurrence satisfies the following necessary conditions:
Definition: A record of actual account transactions, be they payments, withdrawls etc.
Model-Generated Definition:
An occurrence can be recognized when it meets one of the following conditions:
Definition: a contract in which the rights and obligations of one party (the holder) may be transferred to another party, which thereby takes on the same rights and obligations with respect to the other party to the contract
Model-Generated Definition:
A kind of contract counterparty.
Definition: a party that holds a transferable contract and enjoys the benefits defined in that contract while they hold it
Model-Generated Definition:
A kind of sovereign debt instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of timed value. A valid occurrence may have the following properties:
Definition: The value of a government short term debt security, or treasury bill, at a given point in time.
Model-Generated Definition:
A kind of debt instrument reference rate. A valid occurrence satisfies the following necessary condition:
Definition: The parameter which is the interest rate payable by the T Bill at any point in time. This therefore takes a value at any given time and has historical values in the past.
Model-Generated Definition:
A kind of capability.
Definition: Whereby it is possible that a thing can be treated according to these constructs
Model-Generated Definition:
A kind of geopolitical entity.
Definition: a designation for an area of land managed by a group of indigenous people (tribe) rather than by the sovereign state or regional governmental entity in which the tribal area is geographically located
Model-Generated Definition:
A kind of polity. A valid occurrence satisfies the following necessary conditions:
Definition: a legal entity that represents fundamental unit of sovereign tribal (indigenous) government
Model-Generated Definition:
A kind of government. A valid occurrence satisfies the following necessary condition:
Definition: a government representing a group of indigenous people that has legal authority to govern those people, including authority to legislate the existance of tribal entities
Model-Generated Definition:
Definition: Any event where some value passes some threashold. Or some other type of business event. This is not restricted to "trigger" in the sense of a value passing a threshold. Can also be an seen such as a CDO manager going into bankruptcy.
Model-Generated Definition:
A kind of bullion measurement unit.
Definition:
Model-Generated Definition:
A kind of system of quantities.
Definition:
Model-Generated Definition:
A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of c d o origination objective.
Definition:
Model-Generated Definition:
A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:
Definition: A fiduciary relationship in which one party, known as a trustor, gives another party, the trustee, the right to hold title to property or assets for the benefit of a third party, the beneficiary.
Model-Generated Definition:
A kind of organization covering agreement. A valid occurrence satisfies the following necessary conditions:
Definition: Formal agreement through which a trustor vests the ownership rights (title) to one or more assets to one or more trustees for conservation and protection on behalf of one or more beneficiaries of the trust. It normally states the (1) purpose for which the trust was established and fulfillment of which will terminate the trust, (2) details of the assets placed in the trust, (3) powers and limitations of the trustees, their reporting requirements, and other associated provisions, and (4) may also specify the trustees' compensation, if any. A trust agreement involving real estate requires its exact description and the trustor's express, written consent to create the trust to be valid. A will admitted to probate may also act like a trust agreement.
Model-Generated Definition:
A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:
Definition: Person or organization for whose present or future interest (benefit) an annuity, assignment (such as a letter of credit), contract, insurance policy, judgment, promise, trust, will, etc., is made
Model-Generated Definition:
A kind of party in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A trust fund manager acts on behalf of the Trustee to manage the assets of the Trust.
Model-Generated Definition:
A kind of trust. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A trust which forms the basis for a fund.
Model-Generated Definition:
A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: An individual or organization which holds or manages and invests assets for the benefit of another. The trustee is legally obliged to make all trust-related decisions with the beneficiary's interests in mind, and may be liable for damages in the event of not doing so. Trustees may be entitled to a payment for their services, if specified in the trust deed. In the specific case of the bond market, a trustee administers a bond issue for a borrower, and ensures that the issuer meets all the terms and conditions associated with the borrowing.
Model-Generated Definition:
A kind of party in role.
Definition: A party which has some role in relation to some financial investment (portfolio, issue etc.) which is formally defined as being a "Trustee" in that context.
Model-Generated Definition:
A kind of entire call.
Definition:
Model-Generated Definition:
A kind of formally constituted organization member. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Entity that establishes a trust and place property under the protection and management of one or more trustees for the immediate or eventual benefit of ascertainable one or more beneficiaries. It is not always necessary to identify the trustor who may be also be a trustee and/or one of the beneficiaries. In legal parlance, a trustor is called a settlor in the UK and a grantor in the US, whereas in common usage he or she may also be called a creator, donor, initiator, owner, or Trust maker.
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition: The maturity of the CP instrument, as a typical, known duration.
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: This has 30/360 and semi-annual compounding.
Model-Generated Definition:
A kind of federal state. A valid occurrence may have the following properties:
Definition: A Federated State within the United States of America. Editorial Note: Flagged for Action in order to review the use of type versus instance here.
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of Bank.
Definition: a bank that is licensed to conduct business in the United States
Model-Generated Definition:
A kind of bank holding company.
Definition: a bank holding company that is licensed to conduct business in the United States and is regulated and supervised by the Federal Reserve in accordance with the Bank Holding Company Act of 1956
Model-Generated Definition:
A kind of producer price index. A valid occurrence satisfies the following necessary condition:
Definition: an economic indicator representing a measure of the change over time in the selling prices received by domestic producers for their output
Model-Generated Definition:
A kind of closing price determination method.
Definition: Meaning not known - Official price
Model-Generated Definition:
A kind of beneficial owner. A valid occurrence satisfies the following necessary conditions:
Definition: The ultimate holders of the assets of a hierarchy of companies. These may be people or other legal entities.
Model-Generated Definition:
A kind of fund. A valid occurrence satisfies the following necessary condition:
Definition: Fund structure which has one or more investment pools.
Model-Generated Definition:
A kind of credit facility.
Definition:
Model-Generated Definition:
A kind of credit facility tranche and uncommitted credit facility.
Definition:
Model-Generated Definition:
A kind of contingent obligation.
Definition: An obligation which is not conditional on the occurrence of any event or the existence or continuation of any condition.
Model-Generated Definition:
Definition: The liberty to do something.
Model-Generated Definition:
A kind of contingent right.
Definition: A right to which no conditions are applied. Further Notes; these may be moral, consititutional. Contractual and so on.
Model-Generated Definition:
A kind of share price. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The indicative uncrossing price and corresponding uncrossing volume broadcast during auction calls and immediately following uncrossing.
Model-Generated Definition:
A kind of parametric reference entity and thing in role. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: the financial instrument(s), index or parameter, or combination thereof, that form the basis for the derivative instrument
Model-Generated Definition:
A kind of warrant issuer. A valid occurrence satisfies the following necessary condition:
Definition: A party which is the issuer of a Covered Warrant. This party is by definition the issuer of the underlying securities.
Model-Generated Definition:
A kind of underlier.
Definition: The item (commodity, reference, index, instrument etc.) that determines the value of the Futures contract and in most cases forms the deliverable when the contract expires.
Model-Generated Definition:
A kind of underlier. A valid occurrence satisfies the following necessary condition:
Definition: The instrument or parameter, or combinations thereof, that are used as the basis for the Option Instrument.
Model-Generated Definition:
A kind of security forward delivery. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The act of valuation of the underlying on some OTC Derivative.
Model-Generated Definition:
A valid occurrence satisfies the following necessary conditions:
Definition: Some undertaking to act.
Model-Generated Definition:
A kind of transaction business event and undertaking. A valid occurrence satisfies the following necessary condition:
Definition: Something which occurs at a point in time, at which a party makes some commitment to some other party.
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of financial service provider. A valid occurrence satisfies the following necessary condition:
Definition: any person who has purchased from an issuer with a view to, or sells for an issuer in connection with, the distribution of any security, or participates or has a direct or indirect participation in any such undertaking, or participates or has a participation in the direct or indirect underwriting of any such undertaking; but such term shall not include a person whose interest is limited to a commission from an underwriter or dealer not in excess of the usual and customary distributor's or seller's commission
Model-Generated Definition:
A kind of underwriter takedown (please review). A valid occurrence may have the following properties:
Definition: Infomation on Takedown quantity of the Debt security handled by the underwriter (that will be brought into DTC).
Model-Generated Definition:
A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:
Definition: a contractual agreement between an organization (typically an investment bank) and a securities issuer that commits the underwriter to assuming risk involved in buying a new issue of securities from an issuing corporation or government entity and reselling it to the public, either directly or through dealers
Model-Generated Definition:
A kind of classifier.
Definition: a category indicating whether a loan was underwritten manually or using an automated underwriting system
Model-Generated Definition:
A kind of classifier.
Definition: a loan approval recommendation determined either manually or by an automated underwriting system
Model-Generated Definition:
A kind of civilian labor force.
Definition: a subset of the civilian labor force that is considered to have had no employment but was available for work, except for temporary illness, and had made specific efforts to find employment sometime during a specified period, during the reporting period
Model-Generated Definition:
A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing the ratio of the unemployed population with respect to the civilian labor force of a given economy for some specified period
Model-Generated Definition:
A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of commitment.
Definition: A commitment made by one party without reference to the party to which the commitment is made.
Model-Generated Definition:
A kind of contract. A valid occurrence may have the following properties:
Definition: a contract in which only one party makes an express promise, or undertakes a performance without first securing a reciprocal agreement from the other party
Model-Generated Definition:
A kind of foundation.
Definition:
Model-Generated Definition:
A kind of unique trade identifier. A valid occurrence satisfies the following necessary condition:
Definition: a unique swap identifier (USI) is an identifier for a swap transaction, that is the CFTC term or Unique Trade Identifier (UTI) which is the term used more globally is an identifier on the transaction level that stays unique throughout the life of a trade
Model-Generated Definition:
A kind of trade identifier.
Definition: a globally unique identifier for a trade, unique to the transaction known to and used by all relevant parties, as required by various regulatory agencies around the world
Model-Generated Definition:
A kind of parametric thing.
Definition: A unit of measure ofa quantity, time or anything else which is measurable. NB don't confuse this with units in a Trust Fund!!
See measurement unit.
Model-Generated Definition:
A kind of investment company.
Definition: an investment company which (a) is organized under a trust indenture, contract of custodianship or agency, or similar instrument, (b) does not have a board of directors, and (c) issues only redeemable securities, each of which represents an undivided interest in a unit of specified securities; but does not include a voting trust
Model-Generated Definition:
A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:
Definition: The party which issues the Fund Unit.
Model-Generated Definition:
A kind of Unit.
Definition:
Model-Generated Definition:
A kind of price exchange specification. A valid occurrence may have the following properties:
Definition: The specification of a price in terms of some monetary amount, that is a number and a currency unit, in exchange for one unit if the item so priced.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:
Definition: A unique identifier given to unequivocally identify a specific mortgage loan. In the US, the structure of this identifier is defined in the 2015 revision to the Home Mortgage Disclosure Act.
Model-Generated Definition:
A kind of duration. A valid occurrence satisfies the following necessary condition:
Definition: A length of time whose length is not known.
Model-Generated Definition:
A kind of general obligation municipal bond.
Definition: An unlimited-tax general obligation pledge is similar to the limited-tax pledge. The only difference is that the local government is asked to increase property tax rates to necessary levels - up to a maximum of 100% - to cover delinquencies from taxpayers. Local residents must first agree to increase property taxes to necessary amounts required for the bonds.
Model-Generated Definition:
A kind of bond.
Definition: A bond that is traded over the counter rather than via an exchange or other listing facility.
Model-Generated Definition:
A kind of loan drawdown. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of publicly issued debt.
Definition:
Model-Generated Definition:
A kind of Direction.
Definition:
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of known duration. A valid occurrence satisfies the following necessary condition:
Definition: A known duration of one calendar year.
Model-Generated Definition:
A kind of year based duration description. A valid occurrence may have the following properties:
Definition: Formal duration description for Durations of up to one year.
Model-Generated Definition:
A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:
Definition: a statistical universe for consumer expenditure surveys consisting of people within a household that make joint expenditure decisions
Model-Generated Definition:
A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of London Interbank Offered Rate.
Definition:
Model-Generated Definition:
A kind of calculated date.
Definition: Auction dates for US 13 week and 26 week Treasury Bills.
Model-Generated Definition:
A kind of calculated date.
Definition: Auction dates for US 13 week and 26 week Treasury Bills.
Model-Generated Definition:
A kind of auction date rule.
Definition:
Model-Generated Definition:
A kind of auction date rule.
Definition:
Model-Generated Definition:
A kind of auction date rule.
Definition:
Model-Generated Definition:
A kind of calculated date. A valid occurrence satisfies the following necessary condition:
Definition: an auction date for US 13 week and 26 week Treasury bills
Model-Generated Definition:
A kind of equities statistical price and share price. A valid occurrence may have the following properties:
Definition: Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL
Model-Generated Definition:
A kind of equities statistical price and share price. A valid occurrence may have the following properties:
Definition: Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open. MDDL
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: a measurement to assess the value of something expressed in some currency
Model-Generated Definition:
A kind of alx-Measurement. A valid occurrence satisfies the following necessary conditions:
Definition: A Measurement to assess the value of something, e.g. a house, or a bond. The result is in some currency.
Model-Generated Definition:
A kind of relative time.
Definition: The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of mathematical expression. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Any value, stated as a number.
Model-Generated Definition:
Definition: Some event or activity which changes the value of something. Examples: A value changing event can be for instance (in securities), a declaration of a dividend. This is an event which changes the value of something. CAE that are in FIBIM are value changing events. Changes to principal on any loan is a value changing event.
Model-Generated Definition:
A kind of economic value.
Definition:
Model-Generated Definition:
A kind of economic value.
Definition:
Model-Generated Definition:
A kind of producer price index. A valid occurrence satisfies the following necessary conditions:
Definition: an economic indicator representing a weighted average of the input and output producer price indices
Model-Generated Definition:
A kind of i r swap transaction.
Definition: An interest rate swap transaction in which fixed interest payments on the notional are exchanged for floating interest payments.
Model-Generated Definition:
A kind of reference.
Definition: a symbol that represents a parameter in a formula or expression
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition:
Model-Generated Definition:
A kind of publicly issued debt. A valid occurrence may have the following properties:
Definition: An amount of issued debt principal which is defined in relation to some variable and so varies over time, as principal.
Model-Generated Definition:
A kind of method.
Definition: The way in which some variable amount, quantity or value is determined or is to be determined.
Model-Generated Definition:
A kind of interest calculation formula.
Definition: Formula for the calculation of variable interest.
Model-Generated Definition:
A kind of interest calculation expression. A valid occurrence may have the following properties:
Definition:
Model-Generated Definition:
A kind of interest rate.
Definition: an interest rate that is allowed to vary over the maturity of a loan or other debt instrument
Model-Generated Definition:
Definition: Formula for agreed determination of the variable premium.
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary condition:
Definition: A bond where the actual principal amount may vary, other than through paydown of the principal as amortization.
Model-Generated Definition:
A kind of expression, quantity value, and statistical measure.
Definition: a measure of spread, calculated as the average squared deviation of each number from the mean of a data set
Model-Generated Definition:
A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: A return which is driven by a Variance Calculation. Variance of a single price (over time - how is this modeled? Is this the duration of the contract or some defined period or poeriods of time). The variance gets its time basis from the negotiated period in the contract, e.g. Variance over 3 months. Check: Is this always the duration of the contract or can it be for example a set of time scales (say monthly) ove the life of say a 6 month contract, and take an average?? This is logically possible but we don't know if this is what this is. FpML: A type describing return which is driven by a Variance Calculation. More notes 17 Mar Varianc v covariance Variance is a surrogate for option. Talks about random fluctuation in prices If you look at options theory (black scholes) then the price of an option is 1rily dependent in variation in the price. The more variable the more expensive ot maintain a portfolio that is indifferent to the next move in price. So this Variance Swap allows you to extract that option price (i.e. the variance as above) into the variability of the underlying price. So then the asset being traded is in fact the asset that the price references. context: This is all about controlling the price of an asset (from the point of view of the portfolio holder). similarly with the variance on an index you are picking up on the generic market stability. Recall that an index is controlling an underlying portfolio, but with the index you talk directly about the price (in an index swap), this gives you control of a portfolio that is represented by that index. Basket Swap is this - difference is agreed basket (Index, which has a publisher) versus Basket where the "index" (we don't call it that here) is a basket of securities.
Model-Generated Definition:
A kind of transaction principal.
Definition:
Model-Generated Definition:
A kind of site. A valid occurrence satisfies the following necessary conditions:
Definition: A place where something happens, described in the context of the event or activity that occurs there
Model-Generated Definition:
A kind of contract.
Definition: a contract that exists as a result of some verbal exchange
Model-Generated Definition:
A kind of address.
Definition: an address identifying a virtual, i.e. non-physical location
Model-Generated Definition:
A kind of location. A valid occurrence may have the following properties:
Definition: A place which has no physical location.
Model-Generated Definition:
A kind of expression and statistical measure. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: a statistical measure of the rate of change in pricing for a given security or market index
Model-Generated Definition:
A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:
Definition: Your account with us.
Model-Generated Definition:
A kind of balance.
Definition:
Model-Generated Definition:
A kind of contractual right. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The right of a stockholder to vote on matters of corporate policy as well as on who is to compose the board of directors.
Model-Generated Definition:
A kind of share. A valid occurrence satisfies the following necessary condition:
Definition: A share which confers upon the holder some voting rights.
Model-Generated Definition:
A kind of de jure controlling interest party and shareholder. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a party owning voting shares in some company limited by the issue of shares
Model-Generated Definition:
A kind of shareholding. A valid occurrence may have the following properties:
Definition: a holding of some voting share
Model-Generated Definition:
A kind of voting shareholder. A valid occurrence may have the following properties:
Definition: a formal business organization that holds voting shares in some incorporated company
Model-Generated Definition:
A kind of bond variable coupon.
Definition:
Model-Generated Definition:
A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:
Definition: No definition.Term put here from memory.
Model-Generated Definition:
A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a financial instrument, commodity, currency or other during a specified period at a specified price.
Model-Generated Definition:
A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:
Definition: Terms setting out how a warrant instrument may be exercised. Further Notes Exercise terms as defined here also cover the automatic exercise of the warrant in the event of its expiry. These terms include the exercise style (FIBIM = OptionStyle type OptionStyleCode) and the delivery.
Model-Generated Definition:
A kind of party holding some option for control.
Definition: A holder of some warrant which when exercised would confer upon that party some de jure controlling interest in some entity.
Model-Generated Definition:
A kind of security issuer.
Definition: The issuer of a Warrant. This is defined in terms of what individual entity is the issuer and also what other roles they may or may not play for a specific type of warranty, specifically whether or not they are also the issuer of the underlying, if the underlying is a security.
Model-Generated Definition:
A kind of security listing.
Definition: The listing of a warrant on a securities exchange. Action: confirm whether all the facts shown for listing of tradable securities generally, apply to the listing of a warrant. Also determine whether any of the terms in Listing need to be specialized or added to for Warrant Listing.
Model-Generated Definition:
A kind of contract part.
Definition: Section defining what is warranted by either party to the other. A warranty, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.
Model-Generated Definition:
A kind of financial service.
Definition: a high-level financial service that combines financial and investment advice, accounting and tax services, retirement planning and legal or estate planning for one set fee
Model-Generated Definition:
A kind of document. A valid occurrence may have the following properties:
Definition: A document published on the World Wide Web and accessible via a Universal Resource Locator.
Model-Generated Definition:
A kind of calendar temporal unit.
Definition:
Model-Generated Definition:
A kind of temporal unit.
Definition: A day during the week, as a temporal unit.
Model-Generated Definition:
Definition:
Model-Generated Definition:
A kind of instrument aggregate loan analytic. A valid occurrence may have the following properties:
Definition: The weighted-average gross interest rates of the pool of mortgages that underlie a mortgage-backed security (MBS) at the time the securities were issued. A mortgage-backed security's current WAC can differ from its original WAC as the underlying mortgages pay down at different speeds. In the weighted-average calculation, the principal balance of each underlying mortgage is used as the weighting factor
Model-Generated Definition:
A kind of analytical information. A valid occurrence may have the following properties:
Definition: The weighted average time to the receipt of cashflows for an instrument.
Model-Generated Definition:
A kind of security lifecycle status.
Definition: Used to refer to a security that trades after the date of issue but before the time at which the certificates are delivered
Model-Generated Definition:
A kind of security lifecycle status.
Definition: When Issued or Gray Market trading is when a security is traded ahead of the date at which it is to be issued.
Model-Generated Definition:
A kind of financial securities secondary market transaction. A valid occurrence may have the following properties:
Definition: Trading in securities ahead of them being traded.
Model-Generated Definition:
A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of subsidiary.
Definition:
Model-Generated Definition:
A kind of loan purpose.
Definition:
Model-Generated Definition:
A valid occurrence satisfies the following necessary condition:
Definition: The worst case of when the instrument might be called.
Model-Generated Definition:
A kind of determined temporal entity.
Definition: The worst date on which the instrument might be called.
Model-Generated Definition:
A kind of temporal entity determination. A valid occurrence may have the following properties:
Definition: The determination of when the call identified as the Worst Call would take place. This consist of some means by which that date is determined and a date on which that date is deemed to be the Worst Call date.
Model-Generated Definition:
A kind of status. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Announcement by the regulator that the security has become worthless.
Model-Generated Definition:
A kind of obligation credit event.
Definition: The fact that the underlier writes down its outstanding principal amount. Further notes: A credit event. FpML full definition: 'A credit event. Results from the fact that the underlier writes down its outstanding principal amount.'
Model-Generated Definition:
A kind of written information.
Definition: Some formal written communication from some party to another party or parties or to the world at large, notifying them about some fact or occurrence.
Model-Generated Definition:
A kind of contract. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: a formal contract that is written and signed by the parties thereto
Model-Generated Definition:
A kind of information. A valid occurrence satisfies the following necessary condition:
Definition: Some information which is written in some format (physical or electronic) and is or may be communicated in some way.
Model-Generated Definition:
A kind of valuation time type.
Definition:
Model-Generated Definition:
A kind of notional financial marketplace.
Definition: A Yankee bond is a bond denominated in U.S. dollars and is publicly issued in the U.S. by foreign banks and corporations.
Model-Generated Definition:
A kind of calendar temporal unit.
Definition: A Gregorian calendar year
Model-Generated Definition:
A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of timed parameter. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: The yield of a financial instrument based on its current price is the return to the investor expressed as an annual percentage.
Model-Generated Definition:
A kind of formula. A valid occurrence satisfies the following necessary condition:
Definition: The formula used in determining the Yield.
Model-Generated Definition:
A kind of method. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: The method by which the yield is calculated. This includes a formula for calculation and a specific day count convention and compounding. You would apply this calculation method on top of the underlying terms and conditions, do for example the holiday calenders and so on, are used in these formulae. For final cash flow: Japanese yield will round down accrued interest. Add: The actual underlying math. Wall Street uses the same ICMA formula.
Model-Generated Definition:
A kind of Error2 and spread. A valid occurrence satisfies the following necessary condition:
Definition: The spread between the yields of two items.
Model-Generated Definition:
A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:
Definition:
Model-Generated Definition:
A kind of bond call terms set. A valid occurrence satisfies the following necessary condition:
Definition: Terms defining the Call options for a Zero Coupon or OID Bond.
Model-Generated Definition:
A kind of bond. A valid occurrence satisfies the following necessary conditions:
A valid occurrence may also have the following properties:
Definition: A debt security that doesn't pay interest (a coupon) but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value.
Model-Generated Definition:
A kind of call of issue. A valid occurrence satisfies the following necessary condition:
A valid occurrence may also have the following properties:
Definition: Call of a Zero Coupon bond.
Model-Generated Definition:
A kind of bond amortization payment terms. A valid occurrence may have the following properties:
Definition: Terms for payment of Interest on a Bond, where this pays a zero rate of interest.